Depending on the cloud storage your created speech files are saved on your cloud storage accounts when you connect a cloud storage i.e. Google Drive, DropBox, Amazon S3 (Agency Users only) and select those cloud storage when you create a file.
When you connect your Google Drive it will automatically create a folder named "Speechdio" in your Google Drive. When you use Google Drive to create your files, they will be saved inside that Speechdio folder.
When you connect your DropBox account it will create a folder named "Speechdio" inside the Apps folder on your DropBox account. You can find your created files inside that Speechdio folder.
Here is the directory unless changed or modified:
My Files > Apps > Speechdio
Amazon S3 (Agency Users only):
If you create a bucket for Speechdio and add that bucket name when you connect your Amazon S3 account in Speechdio, your files will be saved inside that bucket.