They seem to live inside the zkmenu-stable.sdz file, (which is basically a zip file).
Inside that file there's a folder named /sounds/lobbymusic/
You probably shouldn't modify the sdz file though.
(I don't know any more than that)
EDIT: ah, inside that same file, there is a /luamenu/configs/gameconfig/zk/mainconfig.lua script that specified the playlist.
