Question

I would like to know where the indexed document is saved in solr search.

I have installed solr server at C:\solr and using solr 1.4. By making 
necessary changes in the configuration files i am able to search data 
using solr client.

Just wondering where that indexed document is saved.

Answer 1

Indexed documents are saved in index, which is located in solr/data/index folder.

Here you can find more details about those files.

From LuceneFAQ:

The index database is composed of ‘segments’ each stored in a separate
file. When you add documents to the index, new segments may be
created. These are periodically merged together.

EDIT:
If you want to examine contents of your index and tweak or troubleshoot your schema (analysis), see instructions about the greatest Lucene tool ever, called Luke in this recent post.