You've been in Windows for years, writing, running, even swimming... so you can easily start and master SQL Server in no time. But those were the days. Having Mysql Server installed, I'm now sailing without a working compass. Haizz... Take it easy, we'll get through it, one day... ^_^
If you have SQL servered installed typically, all the things will roll out before your eyes as long as you have the administrative access. USER databases, and SYSTEM databases that store information about the data storage. Well, then, 1st question, where is system information stored in Mysql Server?
Be satisfied by the SYSTEM VARIABLES for the time being. System varaiables indicate how mysql is configured, each has a default value. These values can be set using
- cmd line
- option file
Try this
mysql> show variables;
and this is the results

So it is better that you know what you are looking for, using this syntax:
mysql> show variables like "%datadir%";
Are you wondering how can we know what exactly we are looking for? :D Here, here, some names, for using in another day...
auto_increment_offset
automatic_sp_privileges
character_set_client
character_set_connection
character_set_database
character_set_server
connect_timeout
datadir
date_format
datetime_format
default_week_format
have_csv : YES if mysqld supports CSV tables, NO if not
Mysql Manual is an official (and thus reliable) source to clarify what these names mean. Or just 'show' them and guess, if you like (in fact, i love that 'type-and-see' method rather than looking-it-up in a km-long documentation!)