eWall keeps all changeable data under %CommonAppData%\Server Side Solutions\eWall 4.0 path. To easily access that folder type shell:common appdata in Windows Explorer and then navigate to the Server Side Solutions\eWall 4.0 subfolder. The configs for Control Panel are stored under %LocalAppData%\Server Side Solutions\eWall 4.0.

You may want to change the default storage paths, for example, if partition doesn't have enough room, you want to move it to a faster drive or don't want to clog the system partition. The default storage paths can be changed at Control Panel -> Proxy -> Options -> Paths tab.