Private / Public Key
They are stored in the Keychain. Usually you have these stored in your login keychain, which on disk is located at ~/Library/Keychains/login.keychain-db. However that file is not for manual manipulation.

In order to save them to files for transferring to another computer, you can open Keychain Access. Click on the desired certificate (which contains the public key) or key (meaning the private key), and then right-click and choose "Export".