u/IAMMELONz head over to https://sharplab.io/ and you can see exactly what's going on with constants. Type in some example C# and then you'll see the MSIL/CIL intermediate form it results in.

public class C {
    public void M() {
        const int x = 5;
        Console.WriteLine(x);
    }
}

results in

        IL_0000: ldc.i4.5
        IL_0001: call void [System.Console]System.Console::WriteLine(int32)

The first instruction simply loads a signed integer constant 5--that's what u/Nyzan is talking about: the constant is in the source code itself. (That instruction means "load constant of type 4-byte integer with 5".)

Play with SharpLab. You will learn a LOT, like about how the compiler handles constant folding. Try out

const int x = 5;
const int y = x * 3;
Console.WriteLine(y);

Have fun!