If you run winecfg all your options are saved somewhere in "~/.wine" directory. You can call this directory: wineprefix.
PlayOnLinux does create many such directories and saves changes to them. Each application installed in PlayOnLinux has got its own configuration in its own directory.
If you want PlayOnLinux to see those drives you have to configure themevery time before installation. It is easy because POL prompts you about that.
If you want to install one of application that has got script in POL then you have no possibility to choose whether you want to install application, but I made plugin which is at the end of this site for POL which is still unofficial and enables you to install to e.g "mnt/games" (if you've got permissions to this directory)