I wan to know where the MySQL variables stored? when I execute the

show variables; 
show status;

I see many more variables, so I want to know the place they are stored in? and the file name too?

Can you tell the exact name of the file, because I can not find such file ...I need the file which keep the variable like variable auto_increment_increment and so on ...

On windows my.ini and on Linux my.cnf