cg,
Depends on the version of Delphi you're using. In recent versions, you'll want the BDE unit, which Borland has not provided the source of.
They have, however, consistently provided the interface section of that file with Professional and above editions of Delphi. If you're using Delphi 7, check your Companion Disk 1 CD. The \Borland\Online+PDF Docs.zip file contains BDE.INT. that will give you the Delphi declarations of the DBI functions.
If you're using an older version, the file may be in an INFO\ folder of your main install CD.
In any event, it's there...somewhere.
For what it's worth, you can usually find unit names like this by placing an appropriate object on a throw-away form, right-clicking its declaration type in the editor window, and then choosing Find Declaration. If you have a version of Delphi that includes source, this opens the declaring unit. At that point, scan the uses blocks for other places to look.
Hope this helps...
-- Lance