Where can I find the source codes for the various classes and methods used in Arduino Primo?
The Arduino Primo is supported by Arduino nRF52 boards package. The boards packages can contain libraries special for boards handled by the package. The BLE library for Arduino Primo is included in the board package.

The location of boards packages on Windows is in hidden folder AppData in user's home directory. On my Windows computer it is

C:\Users\andrassy\AppData\Local\Arduino15\packages\arduino\hardware\nrf52\1.0.2\libraries\BLE


On Linux the 'Arduino 1.5' folder is .arduino15 in users home folder.