Put it under WinFIG.app/Contents/MacOS/Libraries in another subfolder i.e. "mine". So, the full path to the drawing foo.fig would be
"WinFIG.app/Contents/MacOS/Libraries/mine/foo.fig".
You can navigate inside the WinFIG.app with Double Commander or with finder using "Show package contents". I'm thinking about moving the libraries to the user home, because the installation folder has access restrictions on Windows. But this will be only in a future release.