Apart from its web configuration capabilities, the local configuration is stored in /etc/icingaweb2 by default (depending on your config setup).

File/Directory Description/Purpose
config.ini general configuration (logging, preferences, etc.)
resources.ini global resources (Icinga Web 2 database for preferences and authentication, Icinga IDO database)
roles.ini user specific roles (e.g. administrators) and permissions
authentication.ini authentication backends (e.g. database)
enabledModules contains symlinks to enabled modules
modules directory for module specific configuration