I downloaded my Apple ID data and came across this in it. could it be my Apple Watch or how do I tell where it's located better yet? I still have the window up on my screen but don't know how to find its location
When I requested my data from Apple, it came in zip files named according to the information they contained. So, iCloud Drive.zip contained data related to iCloud Drive.
From what zip file din you extract Activities.json?
I don't have the Activities.json file, but searching online for "com.apple.private.alloy.fitnessfriends.icloud" suggests it might be related to the Share your Activity feature.
Share your activity in Fitness on iPhone https://support.apple.com/guide/iphone/iph0b826155d/ios
Share your Activity with your iPhone and Apple Watch https://support.apple.com/HT207014