Program files or commands, also called binary executable files and script files are kept in various places throughout the system. Usually these binary files are stored in bin (short for binary) directories throughout the system. If you take a look at the paths are stored in your $PATH environment variable, you will notice that many of these directories end in .../bin.
You may also notice that your path may contain a bin directory that is listed as being in your home directory (/afs/umbc.edu/users/u/s/username/home/bin). This is where you can store your own compiled programs or scripts that you would like to be able to run from anywhere on the system.