If you use iCloud, your videos and photos are uploaded to your private iCloud storage by default. You can also choose to store your videos and photos only on the device on which they are captured, in which case they will not be available for remote viewing on your other devices.
On iOS, deleting the app will also delete any associated photos and videos stored on your device.
On a Mac, files associated with the app are stored in Library → Group Containers → group.co.superabundant.Watchful. You can access the Library directory from the Go menu in the Finder by holding down the Option key while the menu is open. It's not recommended to delete files from this directory, unless you want to delete the app and all its files from your computer.