Hi Christopher,
This is really not a Lesson Forum subject. But I can understand how you got here via a search.
You usually can not put a "server" running on a home machine on the internet. This is what Tim and I were trying to say last year. Maybe we need a Moodle documentation page to explain this. I will start Home servers and the internet page in MoodleDocs.
To answer your question: the conf.php file is located in the root of your moodle folder. So if you use the complete install package for Windows for 1.9.5, it is in something like C:/server/moodle . If you use XAMPP (which uses also uses Apache) for a server, you will probably find it in ../htdocs/moodle. It is very short file.
Sorry we can not be of more help.
Chris