On Ubuntu this defaults to /var/lib/mysql
A separate directory will be created for each database, apart from INFORMATION_SCHEMA.
Also stored here by default are …

• Log Files
• InnoDB tablespace and log files
• SSL and RSA certificate and key files
• The server process ID file

You can display the Data Directory using following command …

mysql> show variable like 'datadir';

• Error Log
• General Query Log
• Binary Log
• Slave Relay Log
• Slow Query Log
• DDL Log

To check location of my.cnf file use …

mysql --help | grep 'my.cnf'

On Ubuntu 18.04 this returns …

/etc/my.cnf /etc/mysql/my.cnf ~/.my.cnf

Default options are read from the above files in the order given.