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They should be saved under C:\Users\[Your username]\Documents\Rockstar Games\GTA V\videos
While in-game, you can hit ESC and look for the Rockstar Editor tab, there you can view, edit and export your clips. Not sure if you can export them as a file or only to YouTube/Social Club, though.
http://www.vg247.com/2015/04/14/gta-5-pc-rockstar-editor-director-mode-guide/