The code is found in Engine/Source. It is split into five folders.
Runtime - Files used by the engine.
Editor - Files used by the editor.
Developer - Files used by both the editor and the engine.
Programs - External tools used by engine or editor.
Thirdparty - Thirdparty source.
Inside each one there is a number of modules. Platform specific modules are placed in a folder named after the platform. Each module are split into a private and a public folder. Inside each there can be platform specific folders.
Private - Contains all .cpp files.
Public - Contains the module header file
Classes - A folder that was used to contain UObjects based classes but it is now deprecated and they can be placed anywhere.
Where is it
This is a list of where to look for specific things in the code.
Customize Unreal Engine
This is classes and interfaces used to customize things in unreal.