Where to save application data in windows?

  application-data, pyqt, software-design, windows

I am trying to make a windows application. In this application, some files get modified as a user add or delete an entry. I saved these files on the application folder itself.
But After making binary file I installed it, As I try to add a entry it get crashed.

So, I figured out the issue. The windows doesn’t allow to modified files inside C:Program Files.
So, I installed it in other drive and it works. It solved my issue temporarily but I want to know how other application works in windows.

Where do those applications save their data?
I am not talking about some data which get saved in "Documents" but something which is essential need to modified every time user makes change like theme, formates.

Source: Windows Questions