The Sample database is created in the C:\ProgramData\PilotERP\Data folder on the server when Pilot is installed.  When additional companies are created, they will default to that location but it is possible to change to a different directory on the server.  To check the location of your company data files, go to the File - Companies - Organize Companies screen in Pilot.  You will see a list of all companies set up in Pilot.  Left click on any of those companies and you will see the location of the company data files.