How are my NFTs stored?

Your NFTs are stored as a record on the blockchain, with the media / files stored on the IPFS.

The IPFS is the InterPlanetary File System, a peer-to-peer (P2P) file sharing system. The IPFS utilises a distributed file system, avoiding centralised data storage points. IPFS aims to provide a more resilient means of storing and distributing data, and therefore a more resilient web, with peers able to both host and receive content.

You can learn more about the IPFS here.