Unlike other hosts the presets in Live are not shown around the Plug-Editor window. But for VST Plugins you can find them in the control rectangle of the plug in the bottom effect area of the Live application (Frame with the caption "Drop Audio Effect Here"). Here is the point to access parameters or the presets and save/load banks of each plugin.

For AU plugs an other click is needed: Click the little "two arrows" icon next to the save icon on the plugin rectangles header and you will get the library open with the presets.