As of Neo4J 3.0, all the configuration files have been streamlined and unified into one file. Which is "neo4j.conf".
You need to change the DB path in this file.
If you are using Linux the file can be found at
/etc/neo4j/neo4j.conf
The actual entry you need to change will be
dbms.directories.data=/var/lib/neo4j/data
If you are using the windows client for Neo4J Community. You should have an option to browse to a database directory before starting the database.
Quoting this link.
http://neo4j.com/blog/neo4j-3-0-massive-scale-developer-productivity/
"The new file, config and log structures in Neo4j 3.0 are designed to streamline operations and to bring Neo4j better into line with operational IT expectations. One notable change is to move from multiple config files to a single namespaced files."
The ops manual might also be of use to you.
http://neo4j.com/docs/operations-manual/current/