If you don’t see Project Plan 365 folder in On my [Device] section, it means that you have no projects saved in Project Plan 365.Use these steps to view projects created with Project Plan 356 in Files app:

1. Open Project Plan 365.
2. Create a new file or open an existing one from a cloud location.
3. Make the desired changes to the project, if needed.
4. Go to File – Save as – Device, enter a name for your file and press Save.
5. Open Files app. Now, in “On my [device]” section you should see a folder called Project Plan 365 and inside this folder the file you just saved.