The MySQL configuration file name and location may vary according to the O.S. used.
For Windows O.S. the file name is "my.ini" and it is placed under "C:\Program Files\MySQL\MySQL Server X.y\" directory (path may vary according to the installed MySQL version).
Note:
From MySQL 8.x the ini file path has changed to "C:\ProgramData\MySQL\MySQL Server 8.0\"
For Linux O.S. the file name is "my.cnf" and it is placed under "/etc/mysql/" directory.