Running nrfutil for the first time creates a directory where the command packages and utility modules reside.
This home directory is by default located at {USER_HOME_DIRECTORY}/.nrfutil/, where {USER_HOME_DIRECTORY} is the system's user home directory (such as %HOME% on Windows or $HOME on Linux or macOS). You can define a custom installation directory for nRF Util and its commands with the NRFUTIL_HOME environment variable.
If you create any custom configuration when using nRF Util, the tool stores it in the .nrfutil/config directory.