You do not need to indicate where it is stored. This is the point of using mysql. He takes care of all the database materials for you. He is set to "just work."
However, at the mysql prompt, you can use the following commands to see what happens and where:
> status
And for example:
> show variables; > show variables like '%dir%';
.. or rather datadir will tell you the exact location:
> show variables like 'datadir';
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