In an RDF-store (aka. triple store or quad store). The most common query language for RDF is SPARQL, so they're often called SPARQL stores or SPARQL engines. A list of engines is available here.
You can, but depending on the types of queries you want to ask, that's often not a good option. A custom-built RDF store is typically best.
answered 08 Jan '13, 11:53