They get stuck on to the rear of the alloy wheels.
Its not just Monzas, that goes for all alloy wheels.
on my current car that has alloys they are just on the [visible] outside of the wheel, although the original ones that came with the car were kind of tiny electrical fuse size weights (less noticeable), but when i had the front tyres changed, the tyre fitter used some what appear to be standard-ish plastic ones or something which are are a bit thinner but wider. i guess i wasn't too bothered that the weights were visible on my cheapo runaround, i guess the tyre dude might do it on purpose to show the customers they have actually balanced the wheel. on nicer alloys like the Monzas, it would certainly ruin the beautiful lines