On Linux the default filename is the krb5.conf, on Windows it is the krb5.ini.
The default locations are as follows:
Windows - c:\Windows\krb5.ini
Linux - /etc/krb5/krb5.conf
We do not provide this file, but there is a sample in the documentation. It can be customized per your needs.
On Linux you can place the custom file in an alternate path by updating the environment variable, KRB5_CONF= <custompath>