There are 4 main places in which Cocoon is configured:

Logging level is set in the web.xml file.

Java files (including sitemap_xmap.java) are stored in
$CATALINA_HOME/webapps/work/localhost_8080%2Fcocoon/org/apache/cocoon/www

Caching

Caching in Cocoon is configured using Avalon components defined in cocoon.xconf

See Caching

Database Connections

See ConnectionPooling