Documentation says that openai automatically creates the chunks and stores the embeddings.
Retrieval augments the Assistant with knowledge from outside its model, such as proprietary product information or documents provided by your users. Once a file is uploaded and passed to the Assistant, OpenAI will automatically chunk your documents, index and store the embeddings, and implement vector search to retrieve relevant content to answer user queries.
Where does the embeddings stored. Is it stored in some Azure service? Is there a way to access that embedding store?