BizTalk will not store the file processed in ints default state. You may use Business Activity Monitoring (BAM) in this case. Using BAM is not recommended if the requirement is not critical, because tracking the message processed in BizTalk will have major performance impact to your application and sever.
If you are looking for more details aabout how to use BAM then have a look at MSDN article.
Asheej T K
Biztalk will track each and every state of message in pipeline. If you want to see the message Enable tracking both receive/send on both ports. Save the message. If you wnt to get the source file name as it was just user inline macro %SourceFileName%. If you want to do manupulations then you need to write your own pipeline component. there you can pull all parameters like name,size,read,modify the file.