From ZDoom Wiki
ZDoom's configuration file is named zdoom-<user>.ini, where <user> is the player's username on his computer. It is frequently referred to as just zdoom.ini or the ini when the context is clear. On Windows system, the .ini extension may be hidden if the default setting of letting the Explorer hide known file extensions is kept. Since ZDoom is a , the ini is stored in the same directory as where ZDoom is located, rather than in an %APPDATA% subdirectory. On Vista and newer Windows systems, this may cause problems if ZDoom is placed within the C:\Program Files hierarchy.