@bsdwerbeagentur If it’s one you “installed” and you’re on Windows, they’re buried in the AppData folder for your user. Typically, the path is something like:
C:\Users\(username)\AppData\roaming\Blender Foundation\Blender\2.80\datafiles\studiolights\world
AppData is usually a hidden folder, so if you don’t see it, turn on hidden files. (Windows 10 has a checkbox under the View menu for the file browser. I think older versions of Windows, you had to go to a properties menu for the parent folder to unlock hidden files).
Incidentally, the ones that come preinstalled in Windows follow the similar datafiles path in the directory where you extracted 2.8.