That is the default. And you can't change the location where Lightroom saves the XMP files anyway.
Where on my pc is the location of the xmp files I created already for the different works I did?
If you created xmp files (and this doesn't happen automatically in Lightroom), they are in the same folder as the originals.
Thx! How do I create XMP files ?
Where do I find on my pc the files including all the changes I made to my raw files ? Can I copy them into the folder of my raw files and make lightroom read them from this new location ? This is important for my backups and using the files on other locations
You create XMP files for RAW photos only by selecting the desired photos and then use the command Metadata->Save Metadata to Files. If the photo is not a RAW, then you would not get an XMP file, and the metadata is saved inside the photo file itself.
The changes you make are automatically saved to the Lightroom catalog. Therefore, if you are going to make backups of your work, you must make a backup (preferably by some automated process at regular intervals) of both your catalog file and your photos. XMP will never be a complete form of backup, the best you can say is that XMP can be a partial backup since it doesn't contain all of the information in the catalog file.
I don't now what you mean by "using the files on other locations", but in general to do this, you would use your catalog file (or a selected part of it)