There is no parameter in HSMXpress to home the Z-axis. It is likely a G or M-code that is output in the file to retract Z. On a Fanuc machine it would be: G91 G28 Z0
On your machine it may be something else.
In either case, this is a code that is forced out with each tool change by the post, and requires no specific action by you. However, it requires a post processor modification to output the code.
I suggest you contact the manufacturer, and look at the Programming examples for the machine. Manually edit the code in the editor to validate the code. Once you know which code it takes you can modify the post to output it.