How do executables find their data

I've been using linux for a few months now, but I have yet to figure out something that has been nagging at me the whole time: How do binaries find their associated data? Take a game, for instance. Where the binary is located in /usr/bin but the graphics and sound data are located in /usr/share. What exactly is the process that the system uses in order to connect the executable with the data its requesting?
Does the application have to request it directly, such as: openfile("/usr/share/game/sprite.png")?
Or if the application says openfile("spirte.png") to the operating system, does the operating system automatically look in the /usr/share/game directory for the data? If so, is there a config file somewhere to specify what that directory is if the distribution wants to use something other than /usr/share to store application data?

Yeah this is the kind of thing where as a programmer you really feel like you shouldn't be having to do it, but at the same time there isn't an easy solution which would work everywhere. You just want to say "give me my data! Find it! Find it now!" and have some lackey-function magically retrieve what you need, but alas...
The harsh reality of the situation is that programming really can be this boring!

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