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It is true that there is no indication in the documentation whether it is SharePoint Server Web.config or SharePoint Workflow Manager Web.config. But as far as I know, SharePoint Workflow Manager doesn't seem to have Web.config file.
So, I think that since there is no special indication in the document, it should be a modification of SharePoint Server Web.config.
Here are the locations of SharePoint Server Web.config:
I strongly recommend that you make a backup of your files before modifying SharePoint Server Web.config to avoid problems.
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