The WebSphere MQ files are where the queue manager data files /var/mqm/qmgr/queue-manager and /var/mqm/log/queue-manager are stored.
These WebSphere MQ files needs to be placed on shared storage as either a cluster file system or a highly available local file system.
Refer to Step 5 and Step 6 in How to Install and Configure WebSphere MQ for a more information.