Where is the .zshrc file on Mac?

I’m using iTerm and wanted to customize the look of my terminal window using Oh My ZSH!. And according to the documentation I need to change the ~/.zshrc file and add a ZSH_THEME value:

Once you find a theme that you want to use, you will need to edit the~/.zshrc file. You'll see an environment variable (all caps) in there that looks like:

ZSH_THEME="robbyrussell"

The problem is I don’t know where to find the ~/.zshrc file.