Where does MySQL store database files on Windows and what are the names of the files?

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You can check my.ini file to see where the data folder is located.

Usually there is a folder {mysqlDirectory}/data

MySQL data storage:

Commands.frm
Commands.myd
Commands.myi

The *.frm files contain the table definitions. Your *.myi files are MyISAM index files. Your *.myd files contain the table data.

Edit/Update.
Because of the interest shown in the question here is more info which is found also in the comments.

In Windows 8.1, the MySQL databases are stored (by default) here: C:\ProgramData\MySQL\MySQL Server 5.6\data

The folder C:\ProgramData is a hidden folder, so you must type it into Windows Explorer address to get there. In that data folder, the databases are named /{database_name_folder}/{database_tables_and_files}.

For instance, 

C:\ProgramData\MySQL\MySQL Server 5.6\data\mydatabase\mytable.frm
C:\ProgramData\MySQL\MySQL Server 5.6\data\mydatabase\mytable.ibd

Thank @marty-mcgee for this content

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