The default directory that ZAP uses depends on the OS.
You can open the ZAP Home directory in your OS’s file explorer in ZAP via Help > Support Info ... and by clicking on the Open ZAP Home button.
It can be overridden using the -dir command line option.
The default or home directory contains ZAP files added or modified at runtime. Including (but not limited to): config files, add-ons, input files, logs, etc. It is also the save location, for: scripts, active scan policy files, exported contexts, etc.
Note: ZAP’s home is not the same as the user’s home directory, which is also OS dependent, and is the initial save location for sessions, reports, exported URLs, etc.
Windows 7 / 8 / 10
C:\Users\<username>\OWASP ZAP
Linux
~/.ZAP
Mac OS
~/Library/Application Support/ZAP
Weekly releases and development builds
Note that for both weekly releases and dev builds _D is appended to the above mentioned directory name. For example on Linux the home directory is ~/.ZAP_D/.