where is Saved Gmail file?

I primarily use Firefox as my browser. When I opened my mail application all of my activity on Firefox is transferred to this application. I select all, mark them as red, and then move to a folder called saved email. The attached screenshot will show you exactly where I am listening to save all of this information.

The reason I am writing is that I wanted to look for a message in this saved Gmail folder but alas no such folder exists on my computer. Does anyone have a suggestion as to why I was led to this link to store copies of my messages.