The valgrind tool's source code releases (http://valgrind.org/downloads/current.html) show suppression files in the root directory, such as darwin16.supp.
If I want to use these files do I have to obtain them from a source download or are they added to some location on a machine during installation?
e.g. If I have my CI install valgrind will I then be able to reference one of these supp files from some location within the system or do I need to make it available in some other way?
Analysis of Valgrind's build system, particularly its top-level Makefile.am, shows that at build time it creates one default suppression file appropriate for the platform, and that it installs that file at the installation stage. The default suppression file seems to be built from zero or more of the individual suppression files you're looking at, but the individual files are not installed.
What is or is not included in a particular pre-built Valgrind package is an entirely different question. You can probably rely on the generated default suppression file to be included, as Valgrind depends on it. For example, the Valgrind 3.12.0 packages for CentOS 7 indeed do include it. Those particular packages do not include the individual component files from the Valgrind source, which is not surprising because the build system does not install them. Other packages might nevertheless provide them.