Taken from Outlook Help
The following is a list of locations where Microsoft Office Outlook 2007 saves information. Some of the folders might be hidden. To view them, do the following:
Click Start, and then click My Computer.
On the Tools menu, click Folder Options, click the View tab, and then click the Show hidden files and folders option.
Your configuration may not include all of the following files. Some files are created only when you customize Outlook features.
drive:\Documents and Settings\user\Application Data\Microsoft\Outlook
.pst (personal folder files - emails, etc)
.pab (personal address book)
.nk2 (Outlook nicknames)
.srs (send / receive settings)
.rwz (Outlook email rules) - Contained in .pst in Outlook 2007
drive:\Documents and Settings\user\Application Data\Microsoft\Signatures
.rtf, .txt, .htm (signatures)
drive:\Documents and Settings\user\Application Data\Microsoft\Outlook
.dic (Dictionary)