Facebook does not save its images and videos in the database. Each file is uploaded directly to a server dedicated to this, and they are located around the world, for example, Pineville, Oregon or recently created servers in Sweden. However, as said, they have them everywhere.
What is stored in the database is simply the paths to these different files. Based on your location, the paths you are looking for will change, and for this you can access various servers from around the world depending on where you are.
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