It's probably loaded as an external JavaScript. Viewing the source should show you all of the script tags. You can then navigate directly to the script file. I don't recommend this except for educational purpose, to learn how a certain effect is achieved. You should only download and use scripts that have been made available by their author(s) for sharing.

It all depends on how it is being including. If it is SSI, ASP, or PHP, you are looking at the source code more than likely. If it is using frames, you will need to view the source of that page. And as tgreer pointed out, if it is JavaScript, you will need to download that JS file