According to the Maya Live Link documentation, the zip file should be provided in the engine installation. https://docs.unrealengine.com/en-us/Engine/Animation/Live-Link-Plugin/Connecting-Unreal-Engine-4-to-Maya-with-Live-Link
This folder/file was originally missing in the 4.19 release, and [Link Removed] was logged to address it. The issue was fixed in 4.19.1; however the folder/file is missing again in both 4.20 and 4.21.
RESULT: The "MayaLiveLink" folder is missing
EXPECTED: Folder, along with zip file inside
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-66723 in the post.