Here is an example that will explain better:
I have a selected the audio driver from the picture and i would like to browse through its source. How do i get to the path of the source files from here?
You have to use
grep -r CONFIG_SND_SOC_MXS_SGTL5000.
Each of these config options just represents a
#define macro. Many of them don't belong to a single file but instead are checked in multiple source files.
CONFIG_64BIT for example appears in around 1k source code files.