A Bitcoin (BTC) is not a physical object. Conceptually speaking we can say that BTC (in the digital world) is somehow like water in the physical world. Just like there is a finite amount of water on earth there is a finite amount of BTC on the Blockchain. Just like a water quantity can be split into its smallest quantum (an H2O molecule), a quantity of BTC can be split into its smallest quantum, a Satoshi (0.00000001 BTC). A quantity of BTC is represented by a number, such as 3,728BTC. So, if a number can represent some BTC then all that is required to store some BTC is the ability to record a number. In the digital world you store information in files. Hence, Bitcoins are literally stored into files. What these files contain are (amongst other information) a whole bunch of addresses to which are sequentially attached a number, the actual amount of BTC to a specific address.
A Block is a bunch of addresses with its corresponding number ( the amount of BTC) that has been verified by miners. The Block is "locked", approved and spread over all the Blockchain nodes around the world. That newly created (approved) Block is then attached at the end of the Blockchain in every nodes. Once this action is done it is irreversible (according to the Bitcoin Algorithm, which is the consensus amongst all nodes).
So, where are the user's Bitcoin actually stored? They are stored in the approved Blocks part of the single one and only version Blockchain, which a copy exist in every computer running a node around the world.
When you want to "spend" some BTC for a purchase of some kind, you need your unique private number to open the possibility to change the amount of BTC attached to a particular address such that this amount is allowed to be transferred into another address (the recipient address). All these number are what's recorded in the upcoming new Block, the one that will include your newly created transaction.
This whole strategy is described with words that find parallel in the physical world, such as wallet, money, account, and more. All these concepts are digitally represented in the numbers stored in those files called Blocks.