Hello there, and welcome,
Hum, this is weird, normally, if you installed Mozzi via the library manager of the Arduino IDE, FixMath should be installed at the same time, in the correct location.
How did you install Mozzi? Via the IDE or by cloning on git or something else?
Both Mozzi and FixMath should be in your "libraries" folder (which can be configured in the IDE actually), for instance on my machine (Debian, but should not matter):
Arduino/libraries/Mozzi
Arduino/libraries/FixMath
Another thing, which version of the IDE are you using?
Let us know if that works!