I simply extract downloaded upp-win-xxx.7z to a directory and when I run TheIDE it stores my configuration in that directory.
This is the portable deployment mode. Is there any way to tell it to store configuration files in my Windows account folder, say somewhere in LOCALAPPDATA?
Well, this is for your own apps. Not sure about TheIDE.
In Unix config files are always stored in a home directory (actually, this is more complicated).
Code, related to locating config-files, can be found in ConfigFile(const char *file).