Those ini files are normally kept in the mIRC installation directory, as that's the easiest place for mIRC to access them.
For the logs change the setting at mIRC Options - IRC - Logging - (click the button under Logs and buffer saves folder:)
For Sounds go to mIRC Options - Sounds - Requests and alter the settings as you prefer (there's a number of options there)
For files sent to you, go to mIRC Options - DCC - Folders, and add/delete/edit the folders and options available.