That may vary with the operating system distribution. It seems to me that a directory under /etc is typical - at least I know that’s where it is for Nginx on CentOS. Check the docs for your web server of choice - there may be a command line switch that will print all of the configuration options which would probably include the location of the config files. Otherwise, check the docs for your distribution and web server package, or maybe check your favorite search engine for what’s typical.