The files are stored in the moodledata folderthat we create at the time of Moodle installation. However, the files are renamed & encrypted. This encrypted name is stored in the database. There is no trivial way to delete the files using any FTP.
Moodle FAQs mention this:
There is no need to do anything, as any unused files are detected and then deleted automatically after a period of time. Users cannot delete files manually, since they may be used elsewhere.
There is however, no mention on what this period of time is. You may want to read more on https://docs.moodle.org/36/en/Repositories_FAQ