It is up to each individual course instructor whether or not to return your exam/test/assignment/paper. Your instructor may hand these back in class so that you can review comments, or may hold them for you to pick up at their offices. Instructors may also leave graded exams and assignments with teaching or graduate assistants for you to pick up.
Regardless of whether your exams and assignments are returned to you, you have the right to review all exam, test, assignment and paper results and to discuss these results with your instructor. Take the opportunity to do so by scheduling an appointment with your instructor.