Where to store and find Musescore finished scores.

https://musescore.org/en/handbook/preferences#general
Specify the default folders for score files

To be clear: there is no such thing as files "in the application". All scores created with MuseScore are stored to your drive just like any other files created by any other program. It uses the exact same system of folders within folder etc that every other program uses. The setting mentioned above tells you which folder MsueScore uses by default, but if you aren't seeing your files, then probably you have either saved them elsewhere for whatever reason, or when you are are using File / Open, you aren't looking the right folder. but unfortunately we can't tell you which folder you are looking in, or which folder you might have used. best we can do is tell you how to find the default folder, which is what the above advice does.