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.
"The good news about computers is that they do what you tell them to do. The bad news is that they do what you tell them to do." -- Ted Nelson