I think it is the same for a local WDIR as it is for a Corporate WDIR. If that is the case, then it is stored in the DxDesigner.xml file
Depending on exactly what you are changing it could be in either a wsp or xml file and then at either the WDIR root, or in the workspaces folders...
Here my WDIR root (WDIR_EE_VX_2_2) is at C:\WDIR/EEVX.2.2
There are some very basic settings in this folder's wsp and then the regular mix of keys in the xml files.
If you go into the workspace folder you will find EE (and possibly netlist depending on your project types)
In this folder you will find folders that match the Windows Layouts from DxDesigner and in each of these folders you will find several wsp files...
So not a straight forward answer and if you need additional help finding what you are looking for please contact Customer Support and someone will be happy to help.
The color scheme is stored in the DxDesigner.xml file, but it is only a partial set of entries based on the differences between the settings in the scheme file (*.dxc) in the installation tree and changes made by the user.
Window layouts are stored in the *.wsp files in the workspace folder in the WDIR.