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 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.
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.