When wiping a drive where is the temporary file located?

I loaded a USB drive with Bleachbit Portable and started a drive wipe of the F: drive (USB). Then I canceled it while it said it was building a temporary file. I guess I just panicked and said what is going on? After that I remember something it builds a space as large as it going to wipe, is that true? Now I wonder if it built a file on my C: drive? Can someone point me to how drive wipe steps work?

I should add I went to c:\users\myusername\appdata\local\temp and nothing there unusual. I would guess that is where the file would have been created?