Think of it this way: When you take a 2D photograph of a landscape, the picture that you see is a "constellation" But the individual elements that comprise your landscape (trees, mountains, buildings, cats) may all have been at different distances from you, but when you took the picture you represented them n a single 2D plane.
Likewise, when you look up at the sky and see a constellation like Taurus, you are not seeing a single grouping of stars, it just looks that way because all of the stars are so far away you cannot perceive depth. If you traveled closer to Taurus, you would eventually see that some stars are a lot closer than others, but they all looked close together from afar because of their varying luminosity.
So there is no "location" to the constellations of the zodiac because they are all just starscapes, with each member at its own unique location in the picture you see. While most of the stars that you see are, in general, in our own galaxy, The Milky Way, this is not necessarily always true.