Where does TFS 2017 actually store artifacts? We had been using a TFS build process that copies build output to some fileshare for later use. But with TFS 2017 we want to use that fancy "Publish Artifacts" build stage that has the TFS server provide a .zip file of the artifacts via the RESTful API. 

But now I want to be careful about where all these build artifacts are going to be stored and what disk space to keep an eye on. Do these build artifacts just become massive binary blobs in the SQL database that TFS uses? Can we configure what location TFS uses to hang onto these artifacts? Most documentation I've found just describes the artifacts from an external perspective with the implementation abstracted away.
There are two options when publishing artifacts: Server and File Share. 

If you publish to the server, they are stored in the TFS database. You can't configure the location, however you can configure retention policies to ensure that old builds aren't kept around forever.

If you publish to a file share, they're stored on, well, a file share.