The exact location of the files for each lab is specified in the individual exercises. If you cannot find the files, talk to an instructor or lab monitor. It's just possible the computer may not be feeling well. The only place that Access stores data is in the tables listed under the Tables tab of the database window. Queries, forms, reports and macros are simply ways in which you can manipulate data in the tables.
Queries work off of tables.
Essentially they are the main mechanism to ask questions about data in the database. Instead, a query is more like a shell that you design in order to view data in tables according to your prescription. For example, if you want to see all the Boston parcels in zip code 12345 you may use a query to see only these records as they sit in the parcels table. Although these are not discussed in detail during the course of 11.208, they are useful in presenting query results in a more polished format. For example, you can use reports to create labels or make a form to help with data entry.