How do I find audio files that I received via skype on my IPhone?

Hello all! I'm asking for you kind help again! I honestly googled, but found nothing useful... So, my issue is - I've been sent a file via skype, on Iphone, I can listen to this file directly in a chat window, in a chat with the sender. But what should I do and where should i go to open this file in some folder? where is this file stored? I even installed some file manager, opened "My IPhone" directory, but it's empty! However, I had received a few files more, earlier, also via skype. Maybe I need another file manager... the one I've installed is named "FE File Explorer".
Thanks in advance for any comments! they are really appreciated.
Have a wonderful day!

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