You can find the ufw firewall rules in the /etc/ufw directory. As you can see, the rules are stored in several different files:
donnie@ubuntu-ufw:/etc/ufw$ ls -ltotal 48-rw-r----- 1 root root 915 Aug 7 15:23 after6.rules-rw-r----- 1 root root 1126 Jul 31 14:31 after.init-rw-r----- 1 root root 1004 Aug 7 15:23 after.rulesdrwxr-xr-x 3 root root 4096 Aug 7 16:45 applications.d-rw-r----- 1 root root 6700 Mar 25 17:14 before6.rules-rw-r----- 1 root root 1130 Jul 31 14:31 before.init-rw-r----- 1 root root 3467 Aug 11 11:36 before.rules-rw-r--r-- 1 root root 1391 Aug 15 2017 sysctl.conf-rw-r--r-- 1 root root 313 Aug 11 11:37 ufw.conf-rw-r----- 1 root root 3014 Aug 11 11:37 user6.rules-rw-r----- 1 root root ...