They aren't anywhere yet. You didn't paste them anywhere.
For future reference, when you receive attachments in Mail, there is a line in the header that offers buttons marked "save all" and "save attachments," offering you the option to save them all to a specified place, or to save each attachment to a different place. You can also right-click on an attachment to be offered these options. Probably a better way to handle that than copy/paste, though that method works as well.
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