It is frequently referred to as just zdoom.ini or the ini when the context is clear.
ZDoom's configuration file is named zdoom-<user>.ini, where <user> is the player's username on his or her computer.
Since ZDoom is a portable application, 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.
(development version only) Portable configuration files are supported: if the engine finds a zdoom_portable.ini file, it will use that file instead of the user-specific one.
The .ini extension may be hidden if the default setting of letting the Explorer hide known file extensions is kept.
The default location of the configuration file is /home/<user>/.config/zdoom/zdoom.ini.