By default, photos and videos received via Send Anywhere iOS app are saved to the Photos app's Camera Roll and categorized under the Photos and Videos tabs in Send Anywhere app's Send menu.
However, if the received file has a format or audio codec not supported by your iOS version, it cannot be saved to the Photos app and will be saved to Send Anywhere folder in the Files app, and the file will be displayed under the Files tab in Send Menu of Send Anywhere app.
Any files other than photo and video files supported by iOS will be saved to Send Anywhere folder in the Files app.
※ Regarding files in the File tab of the Send menu
To open a photo or video in the Files tab of the Send menu, you will need to use another viewer or player app that supports the file format or audio codec. Select the file, tap (⋮) ellipsis icon to the right of the Send button at the bottom, then tap 'Open in...' and select the app.
All files in the Files tab of the Send menu are stored only in Send Anywhere app, so if you delete Send Anywhere app from your iOS device, the files in the Files tab will also be deleted. To prevent this from happening and back up your files, you need to move the files from Send Anywhere folder to a different folder within the Files app. Make sure to back up any important files, as they cannot be recovered once deleted.
※ Depending on your iOS device settings, photos and videos received through Send Anywhere may not be automatically saved to the Camera Roll of the Photos app. Please refer to this help to learn more.