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I am trying to find an andriod's app database when it is connected to my PC. I am pretty sure it is in my internal storage, but I don't even see a file with the app's name. How should I start?

In Android Studio go to View/ Tool Windows/ Device File explorer.

Then you have to look for data/data folder, inside there are the packages of all apps of your phone, you have to look for the name of your apps' package and open the database folder.

Inside you can find your database.

Remember that in order to access this folder your phone must be rooted or you can use a simulator. But there is a trick you can extract the database programmatically if your phone is not rooted.

Like this

Following method will create a copy of our original database, which we can connect to pc and open. we can also open it with some database applications in mobile itself.

 private void writeToSD() throws IOException 
 String DB_PATH;

 if (Build.VERSION.SDK_INT >= 17) 
 DB_PATH = getFilesDir().getAbsolutePath().replace("files", "databases") + File.separator;
 else 
 DB_PATH = getFilesDir().getPath() + getPackageName() + "/databases/";
 
 File sd = Environment.getExternalStorageDirectory();
 if (sd.canWrite()) 
 File currentDB = new File(DB_PATH, "MyLookDBManager");//DATABASE NAME
 File backupDB = new File(sd, "backup_MYAPP.db");// OUTPUT FILE NAME
 if (currentDB.exists()) 
 FileChannel src = new FileInputStream(currentDB).getChannel();
 FileChannel dst = new FileOutputStream(backupDB).getChannel();
 dst.transferFrom(src, 0, src.size());
 src.close();
 dst.close();
 
 

you have to change backup_MYAPP.db (output file name), MyLookDBManager(database name) according to your app name.