Is there a way to enable Log files in MySQL >> OTHER then << by COMMAND
LINE, MY.INI or MY.CNF (eg. by compiling mysql with some option)?

I was told that MY.INI must be in windows system directory (eg. c:\windows)
and that MY.CFN must be in root of c (c:\) to be used by MySQL. Is this
ABSOLUTELY TRUE (eg. can those files be in some other place)?

Many thanks.