Your Word documents and PDF files are stored wherever you chose to save them on your computer - if you haven't explicitly point to a specific location, then you'll likely find them in the Documents folder (default).
To find your files in Windows, open File Explorer by pressing Windows Key + E on your keyboard. Click Documents in the left sidebar. You can also use the Search bar in the top right corner of File Explorer and type .pdf or .docx to find matching files on your computer.
You can also check the Recent section on the File Explorer Home screen to see files you opened or edited recently.
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hth
Marcin