In Unix/Linux, there is nothing like the registry or some other kind of magic database. It's all just files. Understanding the FileSystem and learning what goes where, roughly, is an important step in finding your way around your system.

The following is a list of the conventional locations for the most common things.

The FileSystem root where all of the directory tree "grows out of."
The Kernel goes here. This is often a separate Partition at the beginning of the HardDisk.
System executable files for use by all users.
Device nodes, ie files that represent your computer's periphery.
Configuration files.

Every user owns a subdirectory named for his username here. Your own subdirectory is where you store all your personal stuff that has nothing to do with the system. It is aptly called your home. Your mail, your pictures and letters, your music, the videos and your notes, this is where you put them. When you configure a program, it saves the settings here, in so-called DotFiles.

Instead of /home/yourusername you commonly simply say ~.

Libraries needed to run the programs in /bin and /sbin.
MountPoint for temporary FileSystems (eg CDROM, FloppyDisk).
MountPoint for temporary FileSystems that FedoraCore uses in latest versions (eg CDROM, DVD).
Intended for additional, self-contained software packages in subdirectories, such as TarBalls which contain binaries rather than source. KDE is often found in /opt/kde, even though it doesn't fit the "self-contained" criterion. Some people install source TarBalls in here too, especially beta software.
A virtual FileSystem containing pseudofiles with information about running processes. On Linux, there are also many files pertaining to the hardware and Kernel configuration.
Home directory of root, the SuperUser.
Executable files only of interest to root, the SuperUser.

The place for files shared by all users of the machine. The party is here.

You will find duplicates for a number of directories at the root level, such as /usr/bin, /usr/lib, /usr/sbin etc which are analogous to /bin, lib, /sbin etc. The distinction is somewhat arbitrary; it comes from the fact that /usr is commonly on a Partition by itself, which means the programs and other miscellanea found under it are not available during the early boot process.

There's also a /usr/share which has no counterpart at the root level. It is where program resources are installed; things like icons, helpfiles, sound clips and such end up here.

Most things you install sprinkle their files over these directories.

Anything shared across the system but not supplied by the system vendor traditionally goes here -- most commonly, Packages compiled from TarBalls.
Variable data files, such as logs, mailboxen, printer spools, cached data, databases and the like. Things that will change, but which need to be remembered across invocations of a program. Scratch space, if you will.
The place for temporary files -- that is, literally temporary files. On some systems this directory is frequently purged, and on machines with modern Linux kernels it may be mounted as Tmpfs FileSystem that exists only in memory. When VirtualMemory subsystems were not as good as they are today, many userland programs had to explicitly balance memory and disk consumption in /tmp, and some still do.

The other part that's important to remember are EnvironmentVariables, many of which are dedicated to telling applications where they should look for certain kinds of files. The most notable example would be PATH, which specifies which directories programs can be found in.

Note that all of these choices are arbitrary. You could put anything anywhere at all, as long as you have write permissions, and still make things work, though only someone who enjoys headaches would do that. The important lesson in the arbitrariness is that, again, there is nothing magical about any of this. They are social conventions, not mechanical necessities. A Unix system is ultimately just a bunch of files and a handful of processes.

See also: