Not sure where it would be on a 5-disk version, but on my DVD version the installer is in the folder CD6 > Extras > MayaPLE. I would assume it'd be in a similarly named folder on one of your disks (unless you're missing a disk).
A word of warning though; to install it, you'll have to get a code from Autodesk, which is without charge. However, the website to get it doesn't work any more and instead directs you to download a 30-day demo of Maya 2010. If you still want to use the version that comes with UT'04, you'll need to contact their help desk and ask them for a code. I've done this without trouble before, though it took them a few days to get back to me.