This is know in Office until Office 2007 as .NK2 file.
The e-mail adresses that you type are stored in the .NK2 file under the following path:
There are all the e-Mail adresses stored, that you enterd in Outlook.
In Outlook 2010 this is discontinued and now in the Exchange Mailbox or .pst file.
Here is a description, how this works now in Outlook 2010: