Microsoft Classroom stores files in two places: Class files are stored in the class SharePoint, and student files are attached in the student's OneDrive.
Files for the whole class
To see all the files a teacher adds to a class, sign in to Microsoft Classroom on the web (http://classroom.microsoft.com), then select Files. A new browser tab will open, showing the class documents. In the Assignments folder, there are folders associated with each assignment. Any files the teacher attached to those assignments are stored in those folders.
As a student, to see all the files you attach to your assignments, sign in to Microsoft Classroom on the web (http://classroom.microsoft.com), then select OneDrive from the App chooser. In OneDrive, open the Classroom folder, then the folder for the class you’re interested in. Each assignment will have its own folder, where you'll find any files you attached.