Why is mdf file not appearing in the App_Data folder?

I know this says answered, but it may be as simple as clicking the "show all files" icon in the Solution Explorer. By default the .mdf file will not show up, so ensure the "show all files" is selected :)

It took me sometime as well to figure this out since I want to attach the database under App_Data and nothing is happening. No files were added. I just figure it out that there are two options to click the Show All Files.

On this picture, I was clicking the Red arrow which says Show All Files. After sometime, I tried to click the other Show All Files on the Blue arrow and it now works.

I hope that might help if you encounter the same problem.