One way to check to see where video was recorded is to start a mock recording session, when you get to the record screen of how you previously recorded, you will look to the directory the record screen is indicating the recorded material will be saved too.
I do not have the program that you have mentioned, but I believe all the MAGIX programs work in the same way.
I have taken a screen capture of the record window for analog in Movie Edit Pro 16, I think this would look the same as the screen for your program. I marked in RED where you need to look as the save location. This area can be changed, so I am not sure if yours was set to default or not. The program remembers the last area that you recorded too, so if you have never changed it, then the location it shows is where your video is recorded.