JLAB_INSTALL is in the main directory of jLab.

 JLAB_INSTALL  Instructions for installing JLAB.
   
    After unzipping, in your 'startup.m' file, you should put the lines:
  
           addpath /your/path/to/jlab
           jlab_addpath
 
    The second line adds all the JLAB subdirectories to your search path. 
 
    If you have downloaded from GitHub or Mathworks, you will need to 
    change the name of the top level directory to be 'jLab'.  
   
    Then please type 'jLab_runtests' at the Matlab command prompt and copy
    and paste the output to me at eponym@jmlilly.net.  
    __________________________________________________________________
    This is part of JLAB --- type 'help jlab' for more information
    (C) 2006--2015 J.M. Lilly --- type 'help jlab_license' for details