So, I did a Office 365 set up. And I installed the Azure AD Sync tool the day before MS announced the release of Azure AD Connect.
Off course I did a upgrade of the tool. I noticed that I could not change the filtering on what to sync during the upgrade. So I wanted to check that the upgrade had migrated this over correctly.
But there was no way to change this in the configuration of the utility. So then I looked at the file system and found the FIM client just like the other sync tools. The path: C:\Program Files\Microsoft Azure AD Sync\UIShell
And here I was able to verify that the settings was migrated correctly. And I can also do the changing of the filtering and other stuff.