Depends on method of installation but check /usr/bin first, then if you don't find it you might want to take a look in /usr/local/bin.
Others reside in the /opt folder and still other ready-to-run-binaries you might be able to run from your ~/Downloads folder or from wherever.
Maybe there are other options as well but these are the ones that came in to mind first.
Another easy way is to use the 'which' command with the command that executes the program i.e
The configuration files (per user), though, are mostly hidden in your home folder.
In nautilus press CTRL+H or type
in your terminal.
The man or info page for each program SHOULD list where different files related to the program lives.
Mostly they do, sometimes they don't.
Hope you'll find what you're looking for!