Your templates live in the repository itself. Actually, you find them in the directory .github. If you prefer, you can edit a template in your favorite editor and commit changes just like any other file.
The directory ISSUE_TEMPLATE contains the templates for issues is the file. Similar, if you create a file under the directory PULL_REQUEST_TEMPLATE, you will have a template for pull requests. With multiple templates, the user will be asked to choose which template is appropriate.