Data security with H20 in R


I Have a question regarding the use of H20 in R,

if I use the regular command in R after loading H20, e.g. h20.init() to start it,

and then I run some analysis and modeling. where is my data located?

do I just use all the power of my PC (CPU.cores)? or is it distributed to a server of some kind?

I want to make sure when I use it at my company the data is secured.

thank you,