In Windows we get dotfiles from any tool badly ported from unixland, plus the myriad ways specified by various Windows standards over the past several decades, plus the innumerable ways that different entities have chosen to interpret those standards, plus whatever bullshit non-standard locations some asshole thought up and decided to ship.

Where is the config for program X?

It could be in the same directory as X, HKLM\Software\X, HKCU\Software\X, The HKLM\Software\XWOW6432Node\X, AppData\Local\X, AppData\Remote\X, AppData\LocalLow\X, ProgramData\X, USERPROFILE\.X, USERPROFILE\Documents\X, USERPROFILE\Saved Games\X, USERPROFILE\Documents\My Saved Games\X, USERPROFILE\.config\X...