definition of Users grid is in
~/CMSModules/Membership/Pages/Users/User_List.xml as Brenden mentioned. This file defines presentation of users in grid. More details on unigrid definition can be found here
That's displaying part. But you will need to add those columns also to the query getting records from DB.
If you are using Kentico 7 simply add column names to Columns property of unigrid in
If you are running Kentico 8 you can find the list of columns the grid gets from the DB in
~/Old_App_Code/CMSModules/Membership/Users/UserListExtender.cs file (OnInit method, line starting with Control.Columns).