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For C++ in general, the proper answer is "wherever your compiler decides to put them". You should not make assumptions otherwise, unless you somehow direct your compiler otherwise. Some variables can be stored entirely in registers, and some might be totally optimized away and replaced by a literal somewhere. With some compilers on some platforms, constants might actually end up in ROM.
The part of your question about "the processor's cache" is a bit confused. There are some tools for directing how the processor handles its cache, but in general that is the processor's business and should be invisible to you. You can think of the cache as your CPU's window into RAM. Pretty much any memory access goes through the cache.
On the other end of the equation, unused RAM sometimes will get swapped out to disk on most OSes. So its possible (but unlikely) that at some moments your variables are actually being stored on disk. :-)