The data isn't stored locally. It's pulled from Enjin Platform via the Godot SDK. What exactly are you trying to do with the demo? Configure your own app with it rather than the default connection settings?
If so, you have to make sure to add the PlatformerServer.gd (res://addons/enjin/example/scripts/server/PlatformerServer.gd) as an auto-load in the project settings.
Once you've done that, run the project in your editor. It'll start and then immediately exit. This is expected behavior. You'll then need to go the following directory: res://working/config and edit the server.cfg file. That is where all the configuration options for using a custom app are.