Here is a useful command when searching source code trees for specific text:
grep -lr "<text>" *
Replace <text> with whatever you're looking for. It will display the filenames of every file containing that text, and it will check files in all subdirectories.
As for your specific question: it may not be defined in the code tree at all. You can pass arguments to the compiler on the command line that define macros. For instance:
gcc -DMY_MACRO my_prog.c
That will cause the C preprocessor to act as though MY_MACRO was #define'd. By allowing users to add those definitions at compile-time, the developers let the user select pieces of the code that are/aren't fit for their system. Otherwise support for everything
would be included and users would have to include tons of arguments to turn things on/off. Using the used-#define method saves space for the binary and speeds up the binary's execution because unnecessary code has been removed.