Serial to Ethernet Connector for Windows stores its connection settings in the registry, under the following location:
on 32-bit systems:
HKEY_LOCAL_MACHINE\SOFTWARE\Electronic Team\SEC\Config\
on 64-bit systems:
HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Electronic Team\SEC\Config\
Thus, making a backup of your configuration or transferring it to another system is as simple as exporting the respective registry keys.