db:hsqldb

About

HSQLDB is a relational database written in Java.

It is used

as an embedded database to avoid the requirement of having a third-party database server running separately.
for unit and integration testing as it offers a (volatile) in-memory storage.

HSQLDB stores data in local files

Each HyperSQL database is called a catalog

mem: stored entirely in RAM - without any persistence beyond the JVM process's life
Memory: jdbc:hsqldb:mem:testdb;shutdown=true

file: stored in filesystem files

For example, the database named “test” consists of the following files:

test.properties - a few settings about the database
test.script - the definition of tables and other database objects, plus the data for non-cached tables.
test.log - recent changes to the database (when open)
test.data - the data for cached tables
test.backup - compressed backup of the last known consistent state of the data file
test.lobs
test.lck - database status is open. Deleted at a normal SHUTDOWN.
xxx.new - temporary files (should not be deleted)

res: stored in a Java resource, such as a Jar and always read-only

.script contains all the statements to create the tables, alter them and insert the data. This file is created when you use hsqldb in memory. (so I'd say this is your database) Otherwise the database is stored in .data as other people already said
.lck is the lock file by which hsqldb knows whether the database is used/locked by a process. This file is automatically deleted when you stop the program.
.log is used to write the changes made to data. This file is removed at a normal SHUTDOWN. Otherwise (with abnormal shutdown) this file is used at the next startup to redo the changes.
.properties contains the properties with which hsqldb is initialized
.data: exist after adding records to database.

compile("org.hsqldb:hsqldb:2.5.0")