Private / Public Key Provisioning profiles are available in ~/Library/MobileDevice/Provisioning\ Profiles.

But, when creating a Certificate Signing Request, where are the public and private key stored on Mac OS?

Meaning, what are the exact location of these (i.e. the path)?
They are stored in the Keychain. Usually you have these stored in your login keychain, which on disk is located at ~/Library/Keychains/login.keychain-db. However that file is not for manual manipulation.

In order to save them to files for transferring to another computer, you can open Keychain Access. Click on the desired certificate (which contains the public key) or key (meaning the private key), and then right-click and choose "Export".