Scripts are stored in the ESP32 flash memory with the prefix /rbx/. So a script named LED Test will be stored as /rbx/LED Test.
When you edit a script on the browser, it is not automatically saved to flash memory until you hit Save. The script, however, is saved every 5s to the browser's internal storage to minimize loss when the browser or PC crashes.
When you hit Run, the entire script is uploaded from the browser to the ESP32 (in RAM) before being executed. So it is entirely possible to execute a script on the ESP32 without anything being saved to its flash memory.