The STL stands for Standard Template Library. Like any other template library, it is a header-only library (except for some low-level things, maybe). You already have the source if you have the headers, just look for them. Under linux, they will be either in /usr/include/c++ or /usr/local/include/c++. Under windows, it will depend on your compiler's installation, should not be very hard to find (make a file-search for any one of the STL header files).
Otherwise, you can get the STL source from SGI (original developer of STL).
Or, you can get GCC's implementation of the standard libraries as part of the source distribution of GCC.
iostream would be definitely tough one to start with.
I would suggest to see some easier(!) one first.
Like list, string, vector. I think if you can understand these three, would cover lots of basic and advanced c++ concepts.
Then the Algorithms.
Best of luck. :)