Note that terminology and a number of answers depends on the specific compiler.

So the way to answer the questions is to read the C standard (or at least a good C book) and to read the manual for the compiler.

Constants are often stored in the text segment, which is normally flash (or write-protected when program is run in RAM in modern PC-class processor). Being constant, they are read-only and don't need to be in memory with R/W access. Having an embedded processor copy the value from the flash (code space) into RAM is obviously a waste of resources, as long as the processor have reasonable instructions for reading data from the code memory.

Data contains global variables (and file-local static variables) that have been given an explicit initial value.
Data also contains static variables declared inside functions, since static, when used with a variable declaration inside a function, means that it's a "global" variable but without being available in the global name space.

BSS contains global variables that haven't been given an explicit initial value. So they get zero-initialized.

Stack isn't just local variables - it's also (normally) for return addresses from function calls. The exception is for processors that have a special return stack in hardware.

What do you think happens during runtime? Haven't your teacher given you some good references to read?
Any C programming book would tell you which variables have explict initial values, which are zero-initialized and which aren't initialized at all.

The compiler manual will tell you where #include looks for files. It is depending on compiler where it will look. But the teacher probably expects you to give two answers here. The C programming books will tell you why.

#define - doesn't store anything anywhere. The C programming books will tell you what #define does.