For Ruby gem, the apminsight .conf can be found under <Gems Installed folder>/site24x7_apminsight/conf . You have to copy the apminsight.conf file to your Applications home directory.
For eg., "C:\RailsInstaller3.1.0\Ruby2.1.0\lib\ruby\gems\2.1.0\gems\site24x7_apminsight-1.1\conf\apminsight.conf"
For .NET, all config changes could be done from 'Edit Configuration' window on the Start menu. Alternatively, apminsight.conf file can be found in the directory 'C:\ProgramData\Dotnetagent'
For PHP, apminsight.conf can be found in "/opt/zpa/conf" directory
For Java, it will be in the same location as of the agent jar file