This is a tricky one to find, mainly because by default it doesn’t exist. You create your custom configuration file in your home directory in a hidden file like so:
~/.tmux.conf
…and add your desired configuration changes to that file. So, if you were the user bob, your config file would be located at:
/home/bob/.tmux.conf
Since it is a hidden file (prefixed with a period) you won’t see it on ls – you need to use:
ls -al
(or ls -a if you don’t like lists) to see it in the directory.