Where are the PDFs stored on the server?
Out of the box, PDFs are never stored on your web hosts filesystem permanently, and you won't find a directory containing PDFs for all your form entries. The reason for this is to safeguard your data and reduce the security risks associated with storing potentially sensitive information in a public folder on your host.
Refer to the security documentation for more information about how Gravity PDF handles PDFs and the underlying filesystem.
If you would like to bulk-download your Gravity PDF-generated documents, the Bulk Generator add-on is a great option.