SAS Academics on Demand is a cloud based tool. All data is stored in the cloud and processed in the cloud. This means it does not run on your computer. If your data is confidential, this may break any confidentiality rules around processing it off site.
Your XLSX files are stored where you uploaded them in Servers Folders Files pane.
Your code/results/data can saved on the cloud but you need to explicitly tell SAS to do so otherwise they disappear when your session ends.