Doesn't have to be on the phone (internal) storage. It can be anywhere. If you're using an external storage (SD Card), you can get it from there.
Alternatively, you should be able to sideload the ROM, from your PC, using CMD prompt/Terminal, with this command:
adb sideload /path-to-your-ROM.zip
Just make sure adb is working (USB Debugging enabled, and fingerprinting allowed).