There is not a z button on the wii remote but there is one on the external controller nunchuk right at the front of it next to the C button
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2 ways: Disconnect the batteries from the wii remote, Press the HOME button and go to wii remote and then you can click a button that goes to the reconnect screen this automatically turns the wii remote off.
you just press the sync button on both wii remote and the wii itself at same time
There is none.
On the back of it!
If your Wii remote is synced with your Wii, all you have to do is press any button on it.If your Wii remote is not synced with your Wii, select Wii Remote Settings > Reconnect and then press the 1 and 2 buttons to connect your Wii remote.