The ENIGMA engine itself is in C:\enigma-dev\ENIGMAsystem\SHELL - or your equivalent.
When you press "Run" or "Compile" your code is turned from EDL (similar to GML) into C++ via the parser and written to C:\ProgramData\ENIGMA\Preprocessor_Environment_Editable - or your equivalent.
Having the sources won't give you much though. For running something on an embedded device the code needs to be written in a way to support that. For example, ENIGMA supports GL1.1, GL3.3 and DX9 (broken probably) and non of those work for embedded devices. OpenPandora uses GLES, which ENIGMA doesn't currently support.