/etc/pam.d contains configuration files for various system daemons and management executables. Whenever a (PAM-aware) process tries to authenticate a user, start a session, create an account, or manage passwords, PAM wil look in /etc/pam.d for a file with the same name as that process. That file must contain instructions as to which PAM modules should be invoked to perform the action in question. If no such file exist, PAM will use the /etc/pam.d/other file if it exists.
The PAM modules can be found in /lib/security or /lib64/security (or perhaps /usr/lib/security or /usr/lib64/security, depending on your distribution). They all have man pages.
The files in /etc/security contains configuration files (and in some cases subdirectories) for various PAM modules. These files, too, have man pages.
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