If you want to install an init.py or access Python scripts, they are stored in the Scripts directory.
Depending on your system, it will be in the following locations:
macOS: ~/Library/Application Support/BorisFX/Mocha Pro/Scripts/init.py
Windows: C:\Users\[username]\AppData\Roaming\BorisFX\Mocha Pro\Scripts\init.py
Linux: ~/.config/BorisFX/Mocha Pro/Scripts/init.py
Note that you can also set this folder to anywhere by defining the MOCHA_INIT_SCRIPT environment variable. See the Mocha Python Guide for more information.