Settings are saved to the Settings.ini config file in the [Settings] section. Input bindings are saved in Input.ini in the [/Script/AutoSettings.InputMappingManager] section.

Unreal saves config files to different directories depending on the configuration:

Context	Config directory
Editor:	<Project directory>\Saved\Config\<Platform>
Development and Debug builds:	<Package directory>\Saved\Config\<Platform>
Shipping builds:	AppData\Local\<Project name>\Saved\Config\<Platform>