iOS kindle app - where is the anotations file?
iDevices don't allow direct access to the data files like other tablets which is why you can't see the 'my annotations' file.

However, the iOS version of Kindle app has a nice feature to backup your highlights and annotations to your amazon.com account.  You can enable it by clicking on the Settings (Gear) icon in the lower right corner, select Other, and turn on "Annotations Backup".

Next go to http://kindle.amazon.com and log in with your Amazon account.  Click on the Your Highlights link at the top and you will be presented with a list of all your highlights/annotations for all your books.