where do you expect to see it?
when you choose something else than internal as Storage Device, then upon reboot on this chosen Storage Device there will be created a folder called batocera, and inside it a folder called share and inside this share-folder, there are the folders bios, roms, themes etc.
inside the roms folder, there are seperate folders for the games of each system (amiga, atari, gb, nes, snes, n64 and so on) where you have to put your rom files into.
you can access the share folder via network or when you boot into another operating system (as long as the operating system can handle the file system of the drive. In windows for example, you can't see and access partitions with ext4 file system).