https://en.bitcoin.it/wiki/Data_directory
There won't be a conf file created by default. You need to create a text file, and save it as bitcoin.conf.
Here is a default bitcoin.conf template for you to modify and use:
### Uncomment and edit options you wish to use.
## JSON-RPC options (for controlling a running bitcoin-qt/bitcoind process)
# server=1 tells Bitcoin to accept JSON-RPC commands.
server=1
# You must set rpcuser and rpcpassword to secure the JSON-RPC api
# You should create your own new random password.
# The username and password MUST NOT be the same.
rpcuser=bitcoinrpc
rpcpassword=3QtnxrB7P5y4EpBdad1MkCeB2RHmArvcarw7udgXsAce
# How many seconds bitcoin will wait for a complete RPC HTTP request
# after the HTTP connection is established.
rpctimeout=30
# By default, only RPC connections from localhost are allowed. Specify
# as many rpcallowip= settings as you like to allow connections from
# other hosts (and you may use * as a wildcard character):
#rpcallowip=10.1.1.*
#rpcallowip=192.168.1.*
# Listen for RPC connections on this TCP port:
rpcport=8332
# You can use bitcoind to send commands to bitcoin-qt/bitcoind
# running on another host using this option:
rpcconnect=127.0.0.1
# Use Secure Sockets Layer (also known as TLS or HTTPS) to communicate
# with Bitcoin -server or bitcoind
#rpcssl=1
# OpenSSL settings used when rpcssl=1
rpcsslciphers=TLSv1+HIGH:!SSLv2:!aNULL:!eNULL:!AH:!3DES:@STRENGTH
rpcsslcertificatechainfile=server.cert
rpcsslprivatekeyfile=server.pem
## Network-related settings:
# Run on the test network instead of the real bitcoin network.
#testnet=1
# Connect via a socks proxy
#proxy=127.0.0.1:9050
# Select the version of socks proxy to use (4-5, default: 5)
#socks=5
# Use proxy to reach tor hidden services (default: same as -proxy)
#tor=
##############################################################
## Quick Primer on addnode vs connect ##
## Let's say for instance you use addnode=4.2.2.4 ##
## addnode will connect you to and tell you about the ##
## nodes connected to 4.2.2.4. In addition it will tell##
## the other nodes connected to it that you exist so ##
## they can connect to you. ##
## connect will not do the above when you 'connect' to it.##
## It will *only* connect you to 4.2.2.4 and no one else.##
## ##
## So if you're behind a firewall, or have other problems ##
## finding nodes, add some using 'addnode'. ##
## ##
## If you want to stay private, use 'connect' to only ##
## connect to "trusted" nodes. ##
## ##
## If you run multiple nodes on a LAN, there's no need for##
## all of them to open lots of connections. Instead ##
## 'connect' them all to one node that is port forwarded ##
## and has lots of connections. ##
## Thanks goes to [Noodle] on Freenode. ##
##############################################################
# Use as many addnode= settings as you like to attempt connection to specific peers
#addnode=69.164.218.197
#addnode=10.0.0.2:8333
# or use as many connect= settings as you like to connect ONLY to specific peers:
#connect=69.164.218.197
#connect=192.168.1.20:8333
# Do not use Internet Relay Chat to find peers.
noirc=0
# Maximum number of inbound+outbound connections.
#maxconnections=125
# Miscellaneous options
# Pre-generate this many public/private key pairs, so wallet backups will be valid
# after future transactions.
#keypool=100
# Add an optional transaction fee every time you send bitcoins.
#paytxfee=0.01
# Add timestamps to debug.log
#logtimestamps=1
# User interface options
# Start Bitcoin minimized
#min=1
# Minimize to the system tray
minimizetotray=0