Usually on Windows you can find it at this location:
C:\Users\YourUserName\Appdata\Roaming\Clamcoin (on Windows 7)
C:\Documents and Settings\YourUserName\Application data\Clamcoin ( on Windows XP)
For linux you can try to look for this location:
~/.clamcoin/
Thank you.

If this file does not exist, then is it something that needs to be created? I am trying to set up a miner to automatically split outputs when I find a block.
You may already know this, but if you're new to linux it might be helpful:
Files that have names that start with a "." are "hidden" by default. So, in a terminal, you'll have to specify -l (to ls) in order to see them. In a gui file explorer, you may have to click something like "show hidden files".