Mine is under Program Files / Pixologic / ZBrush2 / ZData / ZPlugs
The ZMapper file ZMapper.zsc is in this directory.
There is also a subDir called ZMapperData with all the necessary data files (I guess) in there.
No loading or anything and ZMapper button appers in own Subtab under ZPlugin.
However, not to contradict others - sure you can load it as well : )
Hope this helps - what do I know : )