Have them in some kind of container that is a member variable of your AudioProcessor or whatever you are using to process your audio. As usual, you are advised to create them outside the audio thread code. So probably in your audio class’s constructor or in prepareToPlay. (If using the latter, of course taking care you don’t needlessly recreate them again by accident.)
If the signal flow is always going to be something like : audio file->reverb, you might also consider doing your own AudioSource subclass that combines the file playing and reverb processing. (And any other processing needed per playing audio file.) That way you wouldn’t need separate containers of AudioFormatReaderSources, ReverbAudioSources etc cluttering your main audio processing class.