How can copilot receive files from LLM?

Copilot & AI
1

Hi all,
We have been using the latest versions of copilot with great success, but we stumbled onto something that we havent seen before…
Requesting a word document from OpenAI (using GPT-4.1 model) we get the following response:

Next step:
I will create a Word document (.docx) with this weather summary. You’ll receive a downloadable file.

Download your Word document:
Download: Athens_Weather_June_8_2025.docx : sandbox:/mnt/data/Athens_Weather_June_8_2025.docx

Let me know if you need any changes or want more weather details!

It appears that file was created, but where is it stored? Can it be included in the response as an attachment? Where do we find it ?

Has anyone seen this before?

Thanks,
ted