Here is how you can locate the Core Data SQLite file in your local machine.
1. Use the top menu in Xcode and navigate to Product-> Scheme -> Edit Sceme, then select Run Debug and under Arguments Passed on Launch add "-com.apple.CoreData.SQLDebug 4". The number represents the log details you are after from 1 to 4. (1 minimal to 4 full logs)
See screenshot below:
2. Then run your Core Data application as normal and have a look at your debug console.
Soon as you run the application you will see "CoreData: annotation: Connecting to sqlite database file at "... file location