Where does the database live?

Question

Still early days of learning OOP and databases.

I created a small program that speaks to a database and that data base holds my changes in the table ect but my question is: where does the database reside? its in my PC i know that much, its not in my fridge lol.

If i were to create an installer for my program using Visual studio express and then put that .exe file to another pc and install on there does that mean that the database that was built with my program go with it as well? .... it will just work like it did on mine?

not too sure of the basics, any help would be much appreciated :)

John