Learn to use the developer tools in your browser; see Firefox or Chrome or Safari or IE to look at the rendered browser source to locate the URL for the image. The image could be loading from a third party, the theme folder, etc.
Using dev tools is more reliable than simply viewing browser source, as the image could be loading via ajax from the theme folder or a third party and that won’t show up in static page source.
Another way to find code and links in site is to use a text editor that can search all the contents of a folder of files; that way, you can search the entire theme folder for links and code, unlike the theme editor in the WordPress back end, which only allows you to look at files one at a time.