Audit Trail works by storing data from RE/RE NXT and then comparing changes as it is alerted of them by the NXT webhooks or 'trackers'. This requires both an initial download of your constituent data and ongoing tracking of changes.
This data is stored in your own personal AWS account, which you will create on set-up. At no time does Zeidman Development, or anyone else, have access to this data unless you give them login credentials. You can find out more about Amazon's AWS security measures here.