All your documents are stored in My Documents. You can find this folder in the left panel.
Please note that only the documents in which you are added, are available in the My Documents folder. So, if you can't find a document that your colleague is working in, ask them to add you in the document. Take a quick read through this article to know more about Team documents.
If you are an admin in your organisation, you can view all the documents your team members created under Team documents.
If you have further questions, you can reach out to us at firstname.lastname@example.org or our live chat.