It varies depending on your server. On my Tomcat 6.0 on Redhat system they are located under /opt/apache-tomcat-6.0.20/work/Catalina/localhost/mfgweb/org/apache/jsp.
If you are working in an IDE, you can usually see it from there. In Netbeans 7.2, right-click the file in the Projects view and choose "View Servlet". I'm sure Eclipse has a similar function somewhere.
"There is no reason for any individual to have a computer in his home" ~ Ken Olson, Co-founder of DEC, 1977