There are several places possible for a home page link, including at the very top of a page next to the login, in your breadcrumb, in your tabs menu, in your catalogue or other sidebox.

To find where something is, I usually follow the css trail, firstly by using View Source, then copying the relevant css tag to Developer Tool Kit to hunt the file that requires editing.

While this process may be a bit circuitous, it will open your eyes to the many ways and means of Zen Cart.