Yeah, the data file is the .mdf (*.ndf, or even .doc if you choose to do that, don't). All data pages are persisted within that file. The exceptions are stuff like filestream that gets put into other storage locations (filestream is used with in-memory storage by the way), but even these are defined with the data files as part of what makes up the database. The stuff is stored in the files you define. It can't be stored anywhere else. It wouldn't make any sense.