Let's say your "siteurl" setting (in the GUI) contains "www.". If a visitor didn't use "www", how and in which file does WordPress manage to detect that and redirect accordingly?
The literal answer to your question is that wordpress uses wp_redirect() to perform redirects. You can see the source here https://developer.wordpress.org/reference/functions/wp_redirect/
The implied part of your question -- about how wordpress decides when to do so -- is a bit more complicated and might be influenced by plugins such as yoast. But, for example, if wordpress's rewrite rules select a post which has a different canonical url from the requested url, wordpress may redirect to the canonical url.