All documentation about working with files in Microsoft Teams can be found at Explore the Files list in Microsoft Teams (Microsoft).
Where are the files shared in a chat message stored?
How do I open the files in a channel within the underlying SharePoint Online site?
SharePoint Online will open in your browser. You will be taken to your channel's document folder. You can also use the breadcrumb trail to navigate to the folders of other channels. Please note: private channels are each located in a separate SharePoint Online site.