FoxyProxy stores your configuration (proxy names, host/ip address, port, whitelists, blacklists, etc.) in an XML file. By default, this file is called foxyproxy.xml and is stored in your Firefox profile directory. However, you can direct FoxyProxy to use any directory and filename you like by changing the Settings Location on the Global Settings Tab.
Moving the settings file from its default location means FoxyProxy must store an absolute path in your Firefox Preferences (also known as about:config). Usually, that is not a problem. However, if you move, backup, or share your Firefox profile to another computer, the absolute path may become invalid because the other computer doesn't have the same drive letter (Windows), mount points (linux and OS/X), and/or directories and subdirectories. That will prevent your settings from being used on the other computer automatically. If this happens, though, you can open FoxyProxy and change the Settings Location on the Global Settings Tab to point to the correct directory and file on the new computer.
Advanced users: The name of the preference is extensions.foxyproxy.settings.