On linux, where the config file for a specific program is, can vary annoyingly greatly depending on what distro you're using and sometimes the same config file exists in several places and somehow certain parts of the configuration parameters get taken from several of those files, so if you think you've found what the actual config file should be and remove the duplicates, suddenly the program uses defaults or doesn't even work at all.
I feel mildly aroused when I see a program or a game that collects everything in it's folder and can be used from a USB drive. Some paid, industrial grade software leaves so much traces and depends on so much different hidden files and keys it's making me sick.
The setting you're looking for could be in %appdata%
It could be in %localappdata%
It could be in C:\ProgramData.
It could be in the registry. It could be in HKLM. It could be in HKCU.
It could be in any of the userdirs.
It could be in the application's directory.
Oh that setting is super easy to change, just go to run, type in regedit, expand HKEY_LOCAL_MACHINE then just scroll until you find CLSID-73838-abf83-c758d57-87a90ba, set the value to zero and reboot!
Some people have diacritics and spaces in their usernames, which wreaks havoc for badly written programs accessing AppData or folders in the user's "home" directory, such as Documents. And there are lots of such programs.
When setting up Windows, use a short and memorable, DOS-compatible username, and then change it later (the home folder will still have the old name). You can then move indiidual Libraries (Documents, Downloads, Music, Pictures and Videos) to the root of D:\ too.
For Linux applications that respect XDG? Sure. There are plenty that don't because they either predate that specification, or they just don't care. Linux filesystems are generally much faster at executing reads on many small files, meaning fast search tools like ripgrep and fd make it so I don't really have to care. They'll run through my whole $HOME in 5 seconds flat. There's also stuff like locate, although I don't like maintaining an index. SSDs are so damn fast that I can just rg --hidden --glob '*.toml' 'the_setting_i_want_to_change' ~/ whenever I want.
Have you found appdata/local/Application Data? It's a "conjunction point" that you can only find via the command line, and only exists for backwards compatibility. It points to appdata/... Do not EVER try to gain access over all your files in appdata/. It'll break due to that conjunction point.
All that depends on developer. Majority of my used Windows software is portable stored in folder that's synced with Dropbox. All settings are then usually stored in the same folder so I can easily copy SW over to another machine without loosing any configuration / history.
Some of those programs still do not store settings in same folder, you can often simply export settings from GUI.
There once was a time when configs were not in a universal place like .config. I have terrible memories of trying to fix a gnome setting gone wrong and having to search several files in four different places and just having to firebomb everything.
I use an all encompassing indexing app on windows called "Everything" and it let's me find....everything, since it indexes it all, it also finds it instantly. if you have to use windows, I suggest getting it. It's no cost.
Linux is confusing for non IT people looking for program settings. It might be in share, local or config or hidden somewhere. On W 10 I just look under ProgramData. Maybe W11 is different. But Linux application devs need to agree on a single place. As users sometimes need to access it for plugins and resources.