When directly unzipping a file attachment in Apple Mail, where does it go?
I believe this is in:

~/Library/Mail/V2/
  IMAP-[address]@[server]/[Mailbox].mbox/
  (various folders)/Attachments/(various folders)


If you look in your Library folder for the Mail folder, then explore that a bit, you can hopefully see what I mean.  To see your Library folder, in the Finder, open the Go menu, hold opt or alt (depending upon how your keys are labelled) and then choose the Library option that appears.

Be careful not to change files in the Library folder unless you understand the consequences and have a good backup...