Hi Jean,
The answer from Kevin is great but it doesn't answer everything.
Every behaviour that is done with Odoo studio (so adding fields, models, views, reports and so on) will not create physical files on the system. Those changes are all stored in the database and can only be found in the database. When you code your own modules however you will see files showing up. In Odoo.sh you can find custom modules under the folder src/user, it will contain all the code from your Github repository.
With Odoo.sh you're unable to access the database through pgadmin3 or WinSCP. The only way to connect to the database, get data or update things is by doing it through XML-RPC (see https://www.odoo.com/documentation/11.0/webservices/odoo.html ). If you want to get files into the Odoo.sh container you will need to add them to your Github repository to get them under src/user, but even then your options with those files are limited.
P.S: About the question in your answer on Kevin: the downvote/upvote function was broken for quite a while due to a bug. It has been patched on the official help forum and the official fix is on the way at https://github.com/odoo/odoo/pull/25671
Regards,
Yenthe