The raw bits for the document are stored in what's called the 'contentstore' using a mangled filename (a GUID) and a timestamp based directory location. The contentstore is nothing more than a directory on disk, which (if you left everything at the defaults) will be a subdirectory of the alf_data directory underneath the directory where you installed Alfresco.
The name, path location, metadata etc. for the file are stored in the relational database, along with a reference to the physical file in the contentstore. If you haven't explicitly configured a database Alfresco will have defaulted to HSQLDB (an embedded Java database bundled with Alfresco). Please note that HSQLDB is not suitable for production use, so be cautious about putting any important content in this repository.
Cheers,
Peter