Where are header functions stored

My question is where are the actual functions from header files? For example if i open conio.h there are only the functions prototypes, some defines and stuff like that .But where are the actual functions , i want to see them, to see how they are made , and make my own.Are they in those .lib extension files ?
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Unless you have the source code for the libraries, you only have binaries to which your code links. These can be in .dll files or .lib on Windows; .a or .so on UNIX/Linux.
What compiler do you use ? Only some compiler vendors, especially Microsoft let's you see the implementation.
Thanks for the replyes.I found indeed the the source files in C:\Program Files\Microsoft Visual Studio 10.0\VC\crt\src for visual studio 2010.
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