Try Ubuntu - Where does it store my files?

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http://askubuntu.com – I am wondering, when you select the option of just "Try Ubuntu" instead of installing, where does Ubuntu store the files that you download / copy / save? I right click in the Home folder, and it specified I had 4GB free space. Where did it get this 4GB space from, and if I transition to another OS system, how can I access or delete all the previous data from the session of "Try Ubuntu"? Thank you! (HowTos)