Exports go only to the folder you pick. The app does not change your original files. The app itself keeps the following in its own data folder on your PC, and none of it is uploaded.
Preferences
Appearance, playback, subtitle, sound and export options, and whether the welcome screen has been shown.
Library
The folders you added and, for each title, its name, file path, details, where you stopped, favourites, collections and the look or sound you chose for it.
Thumbnails
Small pictures made from your files for posters, seek previews and chapters.
Looks and sound
The looks, LUTs and sound scenes you save or import, and the export queue.
Theatre browsing data
Pages opened in Theatre keep their own cookies and sign-in state in a profile folder on your PC, as any browser would. It is never read or copied by the app.
Error log
A short local log of recovered problems, limited in size. It is not sent anywhere.
Trial and licence
Managed by the Microsoft Store. The app reads it on your PC; we receive nothing.
Uninstalling the app removes its data folder. Exports you saved to your own folders stay where you put them.