.claude/at the project root (per-repo, team config)~/.claude/in your home directory (global, personal config)
There is also a separate file ~/.claude.json (not a directory) that Claude Code writes to for app state and OAuth tokens. Think of it like .git/ vs .gitconfig: one is a per-project directory, one is global.
Note: There is no .claude-code directory, Claude Code uses .claude/.