By default they are located in:
C:\Documents and Settings[b]CU[/b]\Application Data\GPSoftware\Directory Opus
where CU is the current user name of computer (Of course by you choice it can also be "Allusers")
can we just move them to another folder, and "tell" opus to use the moved files?
There is no way to specify a different location. Opus always stores its configuration files in the standard user profile (or All Users for shared config mode) Windows settings location.
If you really want the files to be in another place for some reason then you could try using a directory junction but I wouldn't recommend it.
(Obviously you can also relocate the profile's settings folder but that would affect all programs that use it.)