Mail dosen't save in a generic folder that you can access directly.
Instead, if you have a compatible app you can tap and hold on the attachment and it should offer an Open In option. If it does not, then you probably don't have an app that registers the file type. If you have several compatible apps, you may have to scroll the list to see them all.
GoodReader is a good catch all app to have. It will allow to save just about any attachment using the above method.