Usually you can't. Most functions are defined inside some DLL files that belong to the OS (which most likely is not open-source). However, there are also macros and actual function definitions inside a header file, so you might just open the header file and look at it. But that's usually not the case.
Open the header. Everything is declared in there. Otherwise, look at the documentation for the site from which you got the header. If it's a windows header, look on MSDN. If it's a std:: header, look it up on this site.