I am using VS 2013 express for web. By using Code First Paradigm I stored data in LocalDB. Now file Movie.mdf has been created and shows data but this does not appear in App_Data folder. I refreshed it and restarted VS but still .mdf files does not appear in that folder.
If you want to see the files generated outside of VS, you need to either include it in the project or Show all files in Solution explorer.