That database is part of the internal coding of MySQL.
INFORMATION_SCHEMA provides access to database metadata.
Metadata is data about the data, such as the name of a database or table, the data type of a column, or access privileges. Other terms that sometimes are used for this information are data dictionary and system catalog.
INFORMATION_SCHEMA is the information database, the place that stores information about all the other databases that the MySQL server maintains. Inside INFORMATION_SCHEMA there are several read-only tables. They are actually views, not base tables, so there are no files associated with them.
In effect, we have a database named INFORMATION_SCHEMA, although the server does not create a database directory with that name. It is possible to select INFORMATION_SCHEMA as the default database with a USE statement, but it is possible only to read the contents of tables. You cannot insert into them, update them, or delete from them.