If you are in a Linux based system, then you can run the following command:
cat `which drush` | grep -A1 "# Build the path to drush.php." | grep "SCRIPT"
You should get something that gets like:
Your configuration files should be (in this case) in
This command simply looks at the drush command currently being sourced by your path, searches the executable file for the path to the drush.php file.
This command should work regardless of how drush was installed provided drush is in your $PATH.
If you don't know what a $PATH environment is, all you need to know for now is that DRUSH is in your path if you can type
drush into the terminal and it will return something like:
Execute a drush command. Run `drush help [command]` to view command-specific help.
Run `drush topic` to read even more documentation...