I tried to open some blend files in a text editor just to see what's in there, and it was mostly unreadable.
A blend file is just a bunch of configuration. It can contain custom Python code. It will never ever contain Things that are in Blender already. See the .blend file as configuration to setup Blender (or the Blenderplayer).
How can I see the individual modules, and where they are located or run from?
You will not. As in sdfgeoff's answer Blender and the Blenderplayer are native code. They offer a Python binding (API) to certain internal aspects. You need to read the API documentation for details.
How can I look "under the hood" and see the script that makes that go?
When your script does not "makes that go" you typically get errors that you can see in the console window (at WinOs you can toggle it via Menu/Windows/Toggle System Console).
When you are unsure that your code behaves as you think it should behave (e.g. because you do not see an effect, or you want to learn), then add print statements into your code and see the result in the console window. When there is no output you know that your print statement was never executed.
print("print() was executed")
name = "James Bond"
print("name was set to", name)
Be careful with print statements that you easily identify them. Typically you want to remove them before going productive. Seeing a lot of print statements is confusing too.