Look at the propeties of your index service and your shopping service. Find the index location and shopping location. Those 2 locations will contain your index files and shopping files.
Each archive that you have will have it's own index folder in the index location. The index folder will match the ArchiveID of each archive. You can find the archive id if you go into the properties of your archive and click on the Advanced tab. The files you will find are DAT_A, DAT_B etc...etc....
For you shopping files, look in the shopping location and you will find a folder for your Login Domain and underneath that every user who uses a shopping basket will have their own individual folder and it will match their Windows Login name. The shopping basket files will end in a .BSK extension.
No, you can not use SQL to store the indexing information.