Where does mysql store data?
If you're using InnoDB and have a reasonably default configuration, tablespace data is in the ibdata files, you should have at least ibdata1 by default.

You may want to read up about its configuration:

https://dev.mysql.com/doc/refman/5.7/en/innodb-configuration.html

Specifically splitting it so that each table gets its own ibdata file:

https://dev.mysql.com/doc/refman/5.7/en/innodb-multiple-tablespaces.html

And there are some related questions:

Ibdata usage and Recommendations?

If you're not using InnoDB, disregard that :)