Where are my files?

Are my files in Microsoft Teams, SharePoint or OneDrive interface???

Let’s be clear once and for all about where files in Microsoft 365.
When I save them in Teams how come I can also see them in SharePoint and EVEN in the OneDrive interface?!?! Does it mean that they are being duplicated, and everyone may access them? 😮

Stop the panic! and I will – hopefully – demystify this for you!