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You should read the notebook help screen (click help in the upper right). Pay particular attention to the section about the DATA variable.

If so, then can these files be accessed to only from this sheet or from another my sheets too?

Only that worksheet, unless you use the GUI to link something in the data directory to another worksheet.

Who is the owner of such files?

On sagenb.org the notebook server owns all files, except temp files made while executing a computation. When a worksheet starts running a copy of the relevant files (e.g., in DATA) is put in /tmp/, set readable/writable by the worksheet user, etc. After the cell is executed, the files that were output are copied back into the longterm worksheet storage, and set to be owned only by the server user.

Can other users access my files if they get the same username under which I had saved those files?

On sagenb.org, all user code runs under the same username. However, that user does not have access to anything in the notebook server's directory, which is set to have restrictive permissions. After files are created by worksheets, they are copied into that directory, as mentioned above.