When using ESP-01 & Arduino Uno to connect wifi ,where I should upload the file ? Arduino or ESP-01 ?
Arduino Uno does not have built-in WiFi (But you can attach a WiFi module to it). ESP-01 is based on ESP8266 which does have built-in WiFi.
Without knowing what you are doing or how the two boards are connected it’s a little difficult to give a definitive answer to your question.
What project are you trying to follow?
Can you better explain what you are trying to achieve?
Something like this