Two different things can be archived, and they affect you differently.
If Diligent archives a Library document
That document no longer appears in the Document Library and new requesters cannot request it. If you already requested it, your access does not change — it stays in My Documents, the request keeps its status, and you can still download what you already received.
If Diligent archives a request
That one request disappears from your request lists. Its status and available actions (export, cancel, and so on) stay as they were.
Where to find it
Document Library, My Documents.