Do I have to embed File_get_name in a process code?

Folks

I am new to SAP EDI. I learned about EDI in bits and pieces. Can some body please explain following things:

1. Where does SAP store the newly received EDI messages?

2. I know File_get_name converts a logical file name into physical file name and stores it in physical directory but how does it know which file to choose for it and how it is called? Is it called as an independent program or is it embedded in the process code?

Thanks in advance.

Sunny