Files can be saved in one of three places: within an app, in a special known folder (such as the video or music library), or in a service (such as OneDrive).
If an application saves files on your device, you can use that application to access them.
Mixed reality capture photos and videos are saved to the device's Camera Roll folder. These can be accessed via the Photos app. You can use the Photos app to sync your photos and videos to OneDrive. You can also access your photos and videos via the Mixed Reality Capture page of the Windows Device Portal.
An application can request to save a file or open a file from another app via file pickers.
HoloLens supports a number of known folders that apps can request permission to access.
To save file to or access files from a service, the app associated with the service has to be installed. In order to save files to and access files from OneDrive, you will need to install the OneDrive app.