Once someone completes a form where is the data directed? In other words, by what method do I as the user receive the data.

When a user submits a form the data is redirected to our database and it can be accessible by following this guide: How-to-View-Form-Submissions

If you want to get the data too and process it with your own code or in your own server then you could get the info through the POST method, this guide will help you: Send-Submission-Data-via-POST-Method-Using-PHP-and-the-Thank-You-Settings

You could also use Webhooks to get the data on the back-end, with this you will be able to process the data on your end and still redirect to your thank you page. 

How-to-Setup-a-Webhook-with-JotForm

Hope this helps.