Search notes:

%UserProfile%\Documents\My Data Sources

This folder is opened, among others(?), in Excel through Data -> Get & Transform Data -> Existing Connections -> Browse for more.
After installing Windows or a new user, this folder seems to contain four files:
The initial(?) content of ~+Connect to New Data Source.odc~ is 
<html>
<head>
<meta http-equiv=Content-Type content="text/x-ms-odc; charset=utf-8">
<meta name="ProgId" content="ODC.New">
<meta name="SourceType" content="NewOLEDB">
</head>
</html>
The initial(?) content of ~+NewSQLServerConnection.odc~ is 
<html>
<head>
<meta http-equiv=Content-Type content="text/x-ms-odc; charset=utf-8">
<meta name="ProgId" content="ODC.New">
<meta name="SourceType" content="NewSQLServer">
</head>
</html>

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