If you want to get to the path programmatically, you can do it using the Configuration Management API. For example, here is how you can get the local user.config file path:
Note: You need to add a reference to System.Configuration.dll
Configuration config =
ConfigurationManager.OpenExeConfiguration(ConfigurationUserLevel.PerUserRoamingAndLocal);
Console.WriteLine("Local user config path: {0}", config.FilePath);