All apps (root or not) have a default data directory, which is /data/data/. By default, the apps databases, settings, and all other data go here.
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If an app expects huge amounts of data to be stored, or for other reasons wants to 'be nice to internal storage', there's a corresponding directory on the SDCard ( Android/data/). Apart from that, all apps can store data anywhere on the SDCard, as there are no restrictions -- and many apps do so. They can use directory names freely (and they again do), which is what often makes it hard to decide what all that 'junk' on the card is intended for, and what of it can be deleted. Though, as, root-apps could store their data almost everywhere on your device, they usually follow the same rules as other apps.
You can find a general explanation of the Android directory hierarchy in. For your specific question I might add some more details on the /data/data/ (and corresponding SD-part): • databases/: here go the app's databases • lib/: libraries and helpers for the app • files/: other related files • shared_prefs/: preferences and settings • cache/: well, caches There might be several more directories in this place, or fewer -- it all depends on the app.
In its own 'home directory' (and that's what it basically is, spoken Linux-wise) they can place files where they want. Usually, these files and directories are only accessible by the app itself (and root, of course) -- other than those stored on the SDCard, which are accessible by all apps. The answer to your question you are asking is too big.
I can, however, give you a basic answer which covers the basics. There are two kinds of apps: Root and non-root. Root apps can basically store/modify files wherever they want. Non-root apps can only store/modify files here: /sdcard/ and every folder what comes after. Mostly, the installed apps store themselves at /sdcard/Android/data or /sdcard/Android/obb. Some apps store their save games/configuration data files on /sdcard/APPNAME/, or just on the /sdcard/ To be able to use root apps, you'll need to have rooted your Android device and have given permission from one of the superuser apps.