Existem vários guias se você usar o Google para isso. Este guia do Ubuntu funcionará.
Quanto à localização do seu VDI: inicie o VirtualBox e verifique as propriedades da sua máquina virtual e / ou verifique a mídia disponível no menu.
Nas páginas de ajuda :
Starting with version 4.0, by default, each virtual machine has one directory on your host computer where all the files of that machine are stored -- the XML settings file (with a .vbox file extension) and its disk images.
By default, this "machine folder" is placed in a common folder called "VirtualBox VMs", which VirtualBox creates in the current system user's home directory. The location of this home directory depends on the conventions of the host operating system:
On Windows, this is %HOMEDRIVE%%HOMEPATH%; typically something like C:\Documents and Settings\Username.
On Mac OS X, this is /Users/ username.
On Linux and Solaris, this is /home/username.