Provided you already have EZ Keys 2.04+ installed,

https://mage.si/222EU

 you should find the library location here:

Macintosh HD: > Library > Application Support > EZkeys

C:\Program Files (x86)\Common Files\Toontrack\EZkeys

midi files go here:

Macintosh HD: > Library > Application Support > EZkeys >Midi

C:\Program Files (x86)\Common Files\Toontrack\EZkeys\Midi.