Moneydance 2014 will store any new data files you create in the same, default location. If you have not manually moved your data file to a different location, your files will be stored in a default location. The default location for your data file(s) varies depending on your operating system, and is listed below.
Mac OS X Lion, Mountain Lion, Mavericks, or Yosemite: /Users/<username>/Library/Containers/com.infinitekind.MoneydanceOSX/Data/Documents
Mac OS X Snow Leopard: /Users/<username>/Library/Application Support/Moneydance/Documents
More recent versions of Windows: C:\Users\<username>\.moneydance\Documents
Older version of Windows: C:\Documents and Settings\<username>\.moneydance\Documents