Two different services people mix up
Status only
Checking your file's status through sede.administracionespublicas.gob.es, accessed via Cl@ve. It shows whether it's "in progress" or "resolved" (approved/denied). There are no documents there.
Full access
File access ("Acceso a archivos"): a separate procedure specifically for obtaining copies of the actual documents.
This right is explicitly recognized in law
Spanish administrative law grants interested parties the right to know the status of their proceedings at any time, and — just as importantly — the right to access and obtain a copy of the documents contained in those proceedings.
§Ley 39/2015, art. 53.1.a
Mixing up these two services is common: many people check their file's status and assume they've already seen everything in it. In reality, these are two separate procedures, with two separate ways to request them.
How to request access to your file
Submit the request
Through the Common Electronic Registry ("Registro Electrónico Común"), at sede.administracionespublicas.gob.es.
Identify the file
Your full name, the file number ("expediente," roughly 16 characters), and the list of documents you need.
Collect the response
Through your online account, using the same digital certificate or Cl@ve, with notification by SMS or email.
One practical caveat
In practice, the Immigration Office tends to limit this kind of access to files that are already closed, even though the law says "at any time." Worth keeping in mind before you submit the request.
If the authority ignores your request
If there's no response, you can file a complaint with Spain's Ombudsman ("Defensor del Pueblo") through portal-sac.defensordelpueblo.es, citing the right recognized in article 53.1.a of Ley 39/2015.