Насколько я помню, это хранится в реестре.
Вот что есть в MSDN:

Locale Information
An LCTYPE constant is a constant that specifies a particular piece of locale information. The values in the following list correspond to the names of these values in the configuration registry, under both the user's preferences (as values in the registry key HKEY_CURRENT_USER\Control Panel\International) and the system's installed languages (as files pointed to by registry keys, one key per language installed, under HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\NLS). All values are null-terminated Unicode strings. If no maximum length is indicated, the strings may vary in length.
The following are locale, or LCTYPE, constants.

LOCALE_ILDATE
Long date format-ordering specifier. The maximum number of characters allowed for this string is two. The specifier can be one of the following values.
Value Meaning
0 Month-Day-Year
1 Day-Month-Year
2 Year-Month-Day