photos -> in Photos app
music -> in music app
your files -> cannot place in a random place, it's all under /users/yourname only
the Finder App -> cannot see hard drive root, lacks ability to see parent folder, misses a lot of functionality
But to be fair, overall, Mac OS X is a work of art, much much better than the kluge windows, the worst OS ever.
I personally now prefer Linux to any, super fast, has pretty much everything, and much easier for programmers to do literally ANYTHING you want.