The easiest way to locate would be the "Load User
X Wave
..." dialog. In z3ta+ "classic", that will be through the Program button - bottom right [Load User Wavetable (.wav)]. In z3ta+2.x, you can get there directly from the OSC section (upper left). WAVE -> USER -> Load User 1-6 Wave ...
They're in the Wavetables subfolder for both versions, although that subfolder's exact location can vary.