You just need to name your buttons, switches and sliders with an interface path name. For example, Zplugin:Misc Utilities:MyZplugin. The displayed name will be MyZplugin and the button will appear in the Zplugin palette under the Misc Utilities sub palette.
If you want to create a new sub palette for your buttons you must issue the [ISubPalette,…] command at the start of your script.
It is possible to add buttons to the existing palettes, the document palette for example. Simply call your button Document:MyZplugin. It is even possible to “overwrite” the default Zbrush buttons. By calling your button Document:Open:Open you will add a button on top of the existing button. Just make sure the button sizes match up and no one will ever now;)