Its in the Mach3 folder and its a xml file, the name of it will depend on the profile you are using. If you are just using the standard Mach3 Mill profile then it will be Mach3Mill.xml, if you are using Turn it will be Mach3Turn, xml, if you have made a custom profile then it will be ******.xml where the ***** is the name of your profile.
You may also want to copy and save the macro folder for your profile if you have any custom macros or any offsets or tools set in tool table.
Hood