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By default, Piezo saves recordings in a folder called “Piezo”, which is located in the “Music” folder, found in your Home folder. To easily reveal that folder, open Piezo's Preferences window, then click the magnifying glass icon. The folder will be revealed in the Finder, for easy access to your recordings.
Piezo's Preferences window
From here, you can also adjust the location to which Piezo saves recordings. Click the pop-up menu under “Save recordings to:”, and select “Other” to specify a new location as desired.
After making a recording with Piezo, you can easily reveal it in the Finder. Click the magnifying glass icon next to the recording name, and your most recent recording will be shown in the Finder.
The magnifying glass is highlighted above.