ZAP is installed in different places depending on the OS:
Underneath the ‘Program Files (x86)’ directory, e.g.
C:\Program Files (x86)\OWASP\Zed Attack Proxy
Underneath the ‘Program Files’ directory, e.g.
C:\Program Files\OWASP\Zed Attack Proxy
The Linux package is actually just a tar.gz file, so ZAP will be ‘installed’ wherever you expand the archive.
Same as for Linux, the Mac OS package is just a zip file. The contained “Owasp ZAP” app can be executed instantly, regardless of the directory. As for any other Mac application, most users preferably put the app into the /Applications directory.