In my case, the snippet lives here
[tt]assets/snippets/xspf [/tt]
which itself has a subfolder called
[tt]skins[/tt]
So my call to the snippet looks like this
[!XSPFjukebox? skin=`testskin` &use_images=`1` &playlist_url=`assets/songs/testplaylist.xspf` &repeat_playlist=`0` &autoplay=`1` &shuffle=`0` !]
where it is looking for testskin.xml in
[tt]assets/snippets/xspf/skins/testskin[/tt]
That xml file controls the layouts of the buttons/actions. In my case, the images for the buttons are in a the folder
[tt]assets/snippets/xspf/skins/testskin/images[/tt]
As you can infer, the songs and the playlist are in assets/songs.
So to directly answer your question : look in the xml file.
Hope this helps,
Matt