In the VSSDK for Visual Studio 2008, (as well as in the DSL SDK for VS2010 Beta1) the DslDefinition.dll and the DslDesigner.dll were GAC-ed, and the included templates were located in %Program Files%\Microsoft Visual Studio 2008 SDK\VisualStudioIntegration\Tools\DSLTools\TextTemplates (along with the solutions to unfold in %Program Files%\Microsoft Visual Studio 2008 SDK\VisualStudioIntegration\Tools\DSLTools\SolutionTemplates)

Where are they gone in the Visual Studio Visualization and Modeling SDK?

In fact, we now use the new extension mechanism. The DSL designer is now installed as a VS extension, so you will find it below %ProgramFiles%\Microsoft Visual Studio 10.0\Common7\IDE\Extensions\Microsoft\DSL SDK\DSL Designer\10.0 with the included templates. The DSL wizard is right next to it in %ProgramFiles%\Microsoft Visual Studio 10.0\Common7\IDE\Extensions\Microsoft\DSL SDK\Designer Wizard\10.0 with the solution templates (now enriched with the MinimalWinForm, MinimalWPF and DslLibray templates).