Do you have directories like
where X is a number between 0 and 6?
where xxxx is default, boot, single etc
These directories will contain soft links to init (and shutdown) scripts contained in /etc/rc.d/init.d
So all the scripts are kept in one place and to put them into a runlevel, a link is added to them in the directory for that runlevel.
The way this is done is distribution specific, so if you can't find these directories, then your distro (if you put it in your profile then people will be better able to help you) does something a little bit different. I'm sure it's in your distributions policy manual.