The onboard Bluetooth device of the Raspberry Pi Zero W and the Pi 3 can be disabled by adding dtoverlay=pi3-disable-bt to the config.txt file. Wifi is disabled with dtoverlay=pi3-disable-wifi.
The config.txt file is read by the GPU before the ARM CPU and Linux are initialised. It must be located on the first (boot) partition of your SD card alongside bootcode.bin and start.elf. This file is normally accessible as /boot/config.txt from Linux, and must be edited as root. From Windows or OS X it is visible as a file in the only accessible part of the card. If you need to apply some of the config settings below, but you don’t have a config.txt on your boot partition yet, simply create it as a new text file.
Any changes will only take effect after you have rebooted your Raspberry.
More boot config options for the Raspberry devices are documented here: https://www.raspberrypi.org/documentation/configuration/config-txt/