All that depends on developer. Majority of my used Windows software is portable stored in folder that's synced with Dropbox. All settings are then usually stored in the same folder so I can easily copy SW over to another machine without loosing any configuration / history.

Some of those programs still do not store settings in same folder, you can often simply export settings from GUI.

There once was a time when configs were not in a universal place like .config. I have terrible memories of trying to fix a gnome setting gone wrong and having to search several files in four different places and just having to firebomb everything.

I use an all encompassing indexing app on windows called "Everything" and it let's me find....everything, since it indexes it all, it also finds it instantly. if you have to use windows, I suggest getting it. It's no cost.

Linux is confusing for non IT people looking for program settings. It might be in share, local or config or hidden somewhere. On W 10 I just look under ProgramData. Maybe W11 is different. But Linux application devs need to agree on a single place. As users sometimes need to access it for plugins and resources.