An HDD, or Hard Disk Drive, is typically a small box inside your computer that holds several metal disks coated with a magnetic material. They are not unlike a video or audio tape or the strip on the back of a credit card. The disk spins at a fairly high rate of speed, and special “heads” can read, or record, a pattern of bits (1s and 0s) on the magnetic surface. Those bits are assembled into bytes, which in turn are the files that you save, receive, or create.
Disks do not lose what’s on them when you turn off the power.
See also: Solid State Disks (SSD)