From inside the Folders panel, right-click on a folder and select "show parent". Repeat this until the root directories are shown.
At this point you should see exactly what drive(s) all your photos are on.
LR does not save the photos! If you save the LR catalog - which of course is very important, next to your photos -, all your work on the photos is saved, but not the photo files.
You need to do this with some backup software or simply with the Explorer/Finder and something like a NAS or an external Disk.
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