where is mysql persisted to ?

quick answer:  The files are persisted to the directory specified by mysql's 'datadir' variable.

To get the current value do:

- start up mysql
mysql -u -p

- use the SHOW VARIABLES command
mysql> show variables;

or like this:

mysql> show variables like 'datadir';
+---------------+-----------------+
| Variable_name | Value           |
+---------------+-----------------+
| datadir       | /var/lib/mysql/ |
+---------------+-----------------+

If you cd into the datadir, here you can find there is on directory per database and inside of each database directory, each table has it's own .frm file

MySql5 uses innodb
http://en.wikipedia.org/wiki/InnoDB

as the storage engine which is creating these files.