Your PIVX data directory stores your blockchain, configuration, wallet, and masternode data. By default, they are located in the following locations for each OS type:
Go to Start > Run > %APPDATA%\PIVX
(or just enter the above path in explorer)
(Hidden folder "AppData" - How to view hidden folders on Windows)
MacOS High Sierra Only
(Hidden folder ".pivx" - control+h to display in the GUI, ls -a to display in terminal)
The Android wallet backs up your wallet file to the Download folder. Android does not use the typical data directory because it is an SPV wallet relying on a full node running PIVX Core. It does not host the blockchain or need a conf file for advanced functions like staking and masternode operation.