Where to modify CharacterMovementComponent functions

I’m looking at the third-person C++ demonstration, and the CharacterMovementComponent lets me open its header file and inspect the declarations, but I can’t find the .cpp that holds all of the actual definitions. If I wanted to modify its functionality by, for instance, changing how Jump behaves, is there a way to find the function definitions within UE4, or should I make a new class that inherits from the movement component and change that? Either way, I need to be able to view the movement component’s definitions so I know what to change.