They reside in the missions Imperial Probe leads you to. The BFG itself spawns without armed battery so you never have to worry about being atomized by it, but the dark ones spawn with UAC rocker launcher, plasmagun and minigun which can be quite devastating however rest of their guns are shit and as they are accurate representation of zombiemen from original Doom, threy are slow and fragile. These missions always have at least imps spawn which are quite dangerous and pinkys who are easy to dispose of. Higher tier missions have cacos and hell barons, cacos are big and easy target, hell barons are damage spoonges with no armor so easy enough to kill with concentrated fire from shotgus and such. Electric based weapons are especially good as they always stun a caco instead of killing it and have decent chance of stuning the rest of the dark ones and demons too, so you can milk them for demonic essence. Depending on your codex choice, you might want to kill the pinkys instead of stunning to make blood axes.
Overall: It is always worth following the probe to its destination. You can allways run for it, but the potential rewards are significant and if you have advantageous starting position you have a good chance to win.