The short answer is, in the source code.
The longer answer is LinkedList itself does not need to implement the iterator() method if it inherits from another class which may implement it. If you look closer at the javadoc for LinkedList, you can see that LinkedList does not define the iterator() method, but as you implement Iterable it should be there. Looking at the end you can also see the section of inherited methods. Specifically look at "Methods inherited from class java.util.AbstractSequentialList", where iterator() is listed.
So now we have determined that iterator is in fact in java.util.AbstractSequentialList. So to find the implementation you can look at the source code of AbstractSequentialList which is:
public Iterator<E> iterator() {
return listIterator();
}
Now as you see the implementation depends on the implementation of listIterator(). LinkedList does not implement the listIterator() method (it has one with one argument but this expects the no-argument method). So looking at the javadoc again we can find under "Methods inherited from class java.util.AbstractList" that the listIterator() method is inherited from there. So looking at the source code from AbstractList:
public ListIterator<E> listIterator() {
return listIterator(0);
}
Now, the listIterator(int) method is implemented in the LinkedList class. From the source code of LinkedList:
public ListIterator<E> [More ...] listIterator(int index) {
checkPositionIndex(index);
return new ListItr(index);
}
If you need to further analyze what is does, you can continue from there.