I won't get into virtual memory (read about that if you want) so let's simplify and say you have RAM of some size.
You have your code with static initialized data, with some static uninitialized data (static in C++ means like global vars). You have your code.
When you compile something compiler (and linker) will organize and translate your code to machine code (byte code, ones and zeroes) in a following way:
Binary file (and object files) is organized into segments (portions of RAM).
First you have DATA segment. This is the segment that contains values of initialized variables. so if u have variables i.e. int a=3, b = 4
they will go to DATA segment (4 bytes of RAM containing 00000003h, and other 4 bytes containing 000000004h, hexadecimal notation). They are stored consecutively.
Then you have Code segment. All your code is translated into machine code (1s and 0s) and stored in this segment consecutively.
Then you have BSS segment. There goes uninitialized global vars (all static vars that weren't initialized).
Then you have STACK segment. This is reserved for stack. Stack size is determined by operating system by default. You can change this value but i won't get into this now. All local variables go here. When you call some function first func args are pushed to stack, then return address (where to come back when u exit function), then some computer registers are pushed here, and finally all local variables declared in the function get their reserved space on stack.
And you have HEAP segment. This is part of the RAM (size is also determined by OS) where the objects and data are stored using operator new
.
Then all of the segments are piled one after the other DATA, CODE, BSS, STACK, HEAP. There are some other segments, but they are not of interest here, and that is loaded in RAM by the operating system. Binary file also has some headers containing information from which location (address in memory) your code begins.
So in short, they are all parts of RAM, since everything that is being executed is loaded into RAM (can't be in ROM (read only), nor HDD since HDD its just for storing files.