Where are the S4S EXM Settings?

The first place to look is in the custom settings section in Salesforce:

• Log into Salesforce and look at the top right corner to find your username. Open the drop-down list and select Setup.
• In the App Setup section on the left, expand Develop then Custom Settings.
• In the Settings list, find the S4S LBPlus Settings entry and click Manage.
  
• The Site URL/IP must be set to your website to defines the end point for S4S LB web service.

Other EXM settings are in Sitecore - see S4S.config settings here.