Hello,
The wine configuration file and the 'fake' windows directories are all stored in a hidden wine directory, usually in your home directory - eg, /home/user/.wine (note dot preceding 'wine')
if you use konqueror, you can display hidden files and directories by going to the 'view' menu and selecting 'show hidden files'.
i seem to remember that there was quite a nifty utility - winesetuptk or something like that - that provided a convenient way of setting things up, but it's been a while since i messed with wine.
an excellent resource is -
http://www.frankscorner.org
Cheers.