Is there a specific folder or is it in the Pebble app itself?
It’s stored in /data/data/com.getpebble.android.basalt/databases/health (in SQL).
Unless you’re rooted, you can’t access this directly. If you can’t or don’t want to root your phone and you just want to see the data, your best method is to sync with Google Fit, then download it via Google Takeout as described in this reddit post.
Found it, thanks! Good to know about Google Takeout too