As a direct answer:
/etc is the default location for configuration files, so you can just look there, but that's not always obvious.
The better approach to find onfiguration files for a given package would be to follow these steps (goes for any package):
To find the configuration files of any rpm, you can use
rpm -qc package
# rpm -qc yum
Alternatively, you can use
man with the name of the executable in question, and look at the related man pages. Any man page with a (5) relates to configuration files. For example, if you
man yum, and look at the related man pages, you'll find this:
yum search yum
Then you can call
man yum.conf to call the full documentation on the configuration file options and syntax.
Alternatively, you can also check the
/usr/share/doc/$package_name for more documentation.
You can also run
makewhatis and then
man -k <keyword> to see all man pages relating to a specific keyword.