[Cockroach Labs engineer here, I worked on statistics]

All table statistics are stored in a system table (system.table_statistics). CREATE STATISTICS scans the table, calculating statistics on a column, and adds a new row to system.table_statistics.

We still have a ways to go in making statistics automatic (right now it requires a manual call to CREATE STATISTICS) and more useful to the optimizer (which currently only uses basic stats). We're working on that right now for the 2.2 release.