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.
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.
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.
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.
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