IIRC, you can "bring them over" without finding them first by going to the File menu and selecting "Consolidate Master...". You may need to select the referenced files first. Hint: you can set a filter for "File status" is "Referenced", then select them, then consolidate. If that doesn't work, google on "aperture consolidate master" and you'll probably get your answer.
If you really want to know where they are, there is a way...I just forgot how (sorry!). It might be the "Locate referenced files" item.