Exif data is meta data that is saved every time you take a photo. Be it with regular cameras or smartphone cameras. It may work with web cam too but I never tried it before so I don't know.
From what I learned, data saved varies depending on the device and currents settings when the image was taken. My android for instance, only camptures unimportant stuff aside for maybe date. I always have geo location turned off so exif data never contains my location when I take a photo.
Here is a neat article about exif data and how to modify or delete it. https://www.howtogeek.com/203592/what-is-exif-data-and-how-to-remove-it/