How do I find (index) file in order to change style on CSS?

The CSS code you refer to is dynamically generated by the theme. The color is set in the customizer under ‘Colors’ -> ‘Primary text color’ (Or something similar). The only thin is, this setting changes the color for quite many thigs on the whole site, which is probably not what you want.

If you only want to change the color of the borders in the sidebar, you can add some more specific CSS via a plugin or a in a child theme:

#secondary .widget {
    border-color: #123456;
}

This will then override the generated CSS as it uses a more specific selector.