For version 1.05 on the MAC it stores the data in [Your Primary Hard Drive Name] -> Library->Application Support->NCH Software->Express Accounts
I believe in the latest version it's as follows: [Home] -> Library->Application Support->NCH Software->Express Accounts
You'll find your data in the subfolders under Express Accounts such as "Ledger".
I don't know why Finder doesn't search the Library folder in either case.