Almost all configuration in Linux is made by editing text files located at various places. Often there are one global text file, defining global defaults for all users on your system, and one user specific file, defining settings for a specific user. This way, every user can tweak his settings in every detail, or just use the default configuration made by the system administrator.

Where ?
Most global configuration files are located in the /etc directory, and it's subdirectories. Users configuration files are usually located in their home directories, very often as files or directories with names that begin with a '.' You won't see them with a normal ls, but with a ls -a. Not all programs have user specific files, but userprograms often have.