Where are my project files stored

For Visual Studio 2019 & 2017 :

1. Click Tools menu
2. Click Options
3. Find Projects and Solutions
4. Choose Locations

and edit the projects location box (the first one)

You can change default folder for new projects in Visual Studio settings.

1. Click Tools menu
2. Click Options
3. Find "Projects and Solutions"
4. Choose "Project location"

AppData folder is hidden. You have to type its address in address bar manually or you can enable view for hidden files in Windows Explorer.