Student submissions for a lesson live on its assignment.
Finding them
Open the classroom from the sidebar, go to Assignments, click the assignment and then the lesson.
The Students tab lists every student with their status, their total and their mark on each question. Type in Search by student name to find someone, or use the filter beside it to show In progress, Completed or Returned work only.
Reading the work
Click a student's name, or one of their scores, to open their whole submission on its own page. See Reviewing a student's submission.
To go question by question instead, open the Blocks tab and click a question. See Moderating one question across the class.