I see the folder "Sounds" inside my "sdcard" folder. I'm using the app "My Files" that comes with this ROM and I could hear a call that I made to my voicemail.
It has to be there, if the folder doesn't exist, I would assume that the call didn't get recorded then.
Yes I am using the same app. I even tried Astro. And I cannot see "sounds" folder in my "sdcard" folder.
I guess the calls did not get recorded.