I’m sorry if it doesn’t seem clear - It is literally at the top of that page, under " Setting the path to the DLL". The whole point of the ZFileUtils is to provide functions for people to use in their own scripts, so the best way of showing how to use it is with script examples. The location of the DLL doesn’t actually matter, so long as your script has the right path to it so ZBrush can load it.
It can be a “relative path” for example
[VarSet,dllPath,"MyPluginData\ZFileUtils64.dll"]
where the script is outside a folder called “MyPluginData” which contains the DLL. The script and its folder could be on the Dektop if you wanted, so long as you loaded the script through the ZScript:Load button.
Or an “absolute path” such as
[VarSet,dllPath,"C:\Program Files\Pixologic\ZBrush 2022\ZStartup\ZPlugs64\MyPluginData\ZFileUtils64.dll"]
The example given of
ZBRUSH_ZSTARTUP\ZPlugs64\MyPluginData\ZFileUtils64.dll
is a special form of absolute path that ZBrush automatically expands.
HTH,
Marcus