Never change the contents of the ZData folder unless you want to bork your ZBrush installation.
That folder contains the resources that ZBrushCore is programmed to expect – things it relies on in order to function.
ZBrushCore does not support the Startup Document feature due to the fact that its canvas size is automatically determined by your display settings. You can modify your UI but that’s totally different from the Startup Document feature.
There are alternate UI layouts included with ZBrushCore. Look to the upper right corner of your screen where you’ll see two icons that let you move back and forth between the various layouts. One of them is a minimal layout that hides everything except the palette names.