They are (I think) in the internal Firewing object.
The PPSLock() and PPSUnlock() functions are used to enable / disable the Peripheral Pin Select functionality of the PIC24 MCU. This is used for remapping peripheral pins to specific physical pins. Locking the PPS system prevents accidental remapping of pins when you don't want it to happen.
You wont find the function implementations, as they are currently hard coded. Using "external" is not recommended, as the compiler currently has a narrow view of what commands it processes or lets through using "external". This may change in the future, but for now read "external" as compiler specific.