By default, all files received via Send Anywhere Android app are saved to Send Anywhere folder in your internal storage.
Send Anywhere app simply displays the files stored on your device, categorized under each tab such as Photos, Videos, Audio, Apps, etc. However, if the received file has a format or audio codec not supported by your Android OS version, you can see it under the Files tab in Send Menu of Send Anywhere app.
The file storage location is the download folder specified in the top-left menu > Settings > Downloads folder. You can also view all the files you’ve received by going to the received file storage location in your File Manager app.