Word temporary files when opened from internet

[sidewinder]

Have a bit of a problem here where kids send work to their webmail, open it instead of downloading it, so its in a temp folder, and then save changes expecting it to be in their documents. Of course it isnt

 

I always thought Word's temporary files were deleted when you closed it but Id like to be sure, because some foolish kid has lot a big bit of coursework this way

 

Where does it store the temp files? User profile or local drive, and would they stay on the cached profile on that pc or uploaded to the roaming profile?