Linux

Yeah - the home directory in Linux pre-dates the windows Users directory by a long time. You'll see the multi-user nature of your OS exposed much more in Linux than you will in Windows.

Every user will have a /home/username directory on Linux (often referenced by "~" or by the environment variable "$HOME"). By default this is the only directory that user will have any permissions to create things (with some exceptions like /tmp which is used for temporary file creation - but nothing long-term). So all of your configuration, user-created files, etc. will be created there.

Configurations are often stored in 'dot-files' or in directories that begin with a period. These are "hidden" by default with most file-browsing tools (it's just a tradition - there's nothing otherwise special about files or directories that begin with a period). So you'll have a .bashrc which is the script that runs when you start a bash shell for example. Or .local which is where you will find a lot of application configurations these days.

So if you copy /home/username somewhere you will copy all of your configurations.

Some applications will install there as well. Steam, for example, will install your programs under $HOME/.steam.

Things you install "system-wide" will be installed to /usr/bin or /bin. This will typically be things that you use a package manager to install. So the steam application may be /usr/bin/steam but then all of its configurations, installed apps, etc. go in your home dir.

If you're curious where a command lives you can use which cmd or type cmd from the command-line and it will show you (something I often wish Windows had).

NOTE: There are exceptions to everything I've said above. But those are the "general" guidelines. In short - if you installed it without needing root permissions it's likely somewhere in $HOME.