just create the file. There is probably a template in the source somewhere, but if you're working well with all the defaults you won't need it. It might have been possible it was configured to run it from somewhere else too though depending on how you installed it.
Personally I don't run the Puppet daemon at all. I monitor the systems i'm currently working with with Nagios, and they run a check script for puppet, which actually does the run. I also have a midnightish cron on all systems to check in just in case.
Note there really is NO need to run it at all, it's just a noddy daemon which starts itself periodically. You could easily just run it in cron too - maybe even set the cron job via puppet using the fqdnrandom function to spread the hosts out nicely.