When you're looking at an individual auction page under the catalog tab, there's a filter dropdown. Normally it shows "Show all" to show every item in the auction. You can change this to "Show my bids" and it will just show you lots that you have bid on.
You can also view your active bids through your bidding dashboard. Click on the "Dashboard" button in the upper right corner to see your bidding dashboard. Then click on "Active Bids". This will show you all of your active bids in all auctions.