If the output files is specified by a local file name, i.e. without a global path, the generated files are placed in a special Result Folder. The files are not included in the project, and as such are not displayed in the File Explorer. However, due to the special behaviour of folders with Folder type Result, the files are always displayed in the Project Explorer, even without the Show All option enabled.
See also Output DFS files (p. 26).