Windows Event logs location depends on Windows version you are looking at.
For Windows 2000/Server2003/Windows XP, logs are stored in
%SystemRoot%\System32\Config folder, with an .evt extension.
For Visa/7/Server 2008 and above, logs are stored in
%SystemRoot%\system32\winevt\logs folder, and have an .evtx extension.
For list of various event logs, go to List of Windows Event Logs