It’s wp-admin/install.php
But if you want to change what the intial script installs, create your own install.php and put it in the wp-content folder and WordPress will use that rather than wp-admin/install.php.
Here’s an install script that will install only the bare bones data (i.e. the default category)
<?php
function wp_install_defaults() {
global $wpdb;
// Default category
$cat_name = $wpdb->escape(__('Uncategorized'));
$cat_slug = sanitize_title(_c('Uncategorized|Default category slug'));
$wpdb->query("INSERT INTO $wpdb->terms (name, slug, term_group) VALUES ('$cat_name', '$cat_slug', '0')");
$wpdb->query("INSERT INTO $wpdb->term_taxonomy (term_id, taxonomy, description, parent, count) VALUES ('1', 'category', '', '0', '1')");
}
?>