The deal with Disney and Sesame Workshop encludes the rights to the characters and productions but the actual puppets are still provided by the Jim Henson Creature Shop and Muppet Workshop. Henson still builds the puppets for Sesame; and Disney does not have a workshop creating the Muppets they use the same guys who have been doing it since day one, Henson. The Puppets in Wizard of Oz all were created and came from the folks at Henson.
The deal with Disney includes production and consulting agreements under which Henson will work with develop potential new programming featuring the Muppets for Disney. It also states that the physical Muppets used for productions would be created and maintained by the Henson shops. I would guess they are stored where they have always been. The Sesame Muppets are there too, except those kept on the set of the show (but they usally come back for tune ups and work during down times and are rotated around).
The deals have not caused the puppets to be taken from the performers nor the creators of the puppets. (Disney and Sesame may have a Kermit or Elmo stashed away on their property for easy access and for their use for promotion and events, but for the most part, the Muppets are where they always were.
Disney is still working with Henson to create, use, manage, perform, and produce The Muppets. This could change if Disney wants them seperated more, but right now having them where they are is the best for both parties (financially and physically). And it looks like Disney has no desire to take them away and on their own. Dr. Teeth, Bunson, Kermit, Crazy Harry, Rowlf, and all the others were not boxed up and shipped to a new location after the deal for new people to maintain, create, and work on. They are where they always were; just like the Sesame characters. Unless Disney or Sesame sets up a puppet workshop to maintain, build, and create their puppets; and they work out a deal with Henson, it looks like Henson will still be where the puppets are found when not working.
The Jim Henson Company still provides the characters used on Sesame Street and in the Muppet productions, but those characters, shows, and productions themselves are actually owned, run, and created by Sesame Workshop and The Muppet Holding Company.