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.
Google Drive:
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.
DropBox:
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.