Windows stores scheduled tasks as XML files, AND in the registry.

You can find them in a few places:

Filesystem:

%systemroot%System32Tasks
%systemroot%Tasks

Registry:

HKLMSoftwareMicrosoftWindows NTCurrentVersionScheduleTaskcacheTasks HKLMSoftwareMicrosoftWindows NTCurrentVersionScheduleTaskcacheTree

Note: You can't edit the XML files directly in Tasks for security reasons. See here for more information: https://serverfault.com/questions/440496/ok-to-edit-tasks-xml-file-in-c-windows-system32-tasks

To work with importing the XML files without going through the scheduled task UI you can look at these:

Schtasks.exe
Powershell Scheduled Task Cmdlets