You don't say what distribution you're using and this is something that can vary between distributions. On systems like Slackware the startup scripts are in /etc/rc.d - on systems like Fedora/Redhat the main scripts (IIRC) are in /etc/rc.d/init.d and there are directories with shortcuts for each run level (/etc/rc.d/rc.5, etc.).
You'll hear terms like System V and BSD style initialisation. Have a look at
http://www.freeos.com/articles/3243/ for some more info on this.