1) Locate the my.ini, which store in the MySQL installation folder.
For example,
C:\Program Files\MySQL\MySQL Server 5.1\my.ini
2) Open the “my.ini” with our favor text editor.
#Path to installation directory. All paths are usually resolved relative to this.
basedir="C:/Program Files/MySQL/MySQL Server 5.1/"
#Path to the database root/"
datadir="C:/Documents and Settings/All Users/Application Data/MySQL/MySQL Server 5.1/Data
Find the “datadir”, this is the where does MySQL stored the data in Windows.