Where are my files in Lightroom 6.5?

Hello guys,

Sorry if this is ultra basic, but I have been trying now for several weeks to make a backup of my files, plus the adjustments I did in Lightroom 6.5 with a total lack of success. I would like to have them organized into separate Almbums on an external hard drive, I have tried "Store Album Locally" under right right-click button on top of the album, but nothing happens. Also, I stopped Sync with my cloud due to the lack of space in it plus I thought in that way I would store the images and adjust locally on my computer. I also checked right-click on the Lightroom folder on Images under user, and there`s nothing there! Any ideas? Thanks a lot!