It is possible by using UESTUDIO:
click on the name of a function and open the FILE PRG where this function is defined?
Example:
test.prg:
ShowMsg ('Hello World') <----- positioned in this function, clicking or pressing key (example: F9), UEStudio opens file test2.prg containing function ShowMsg.
test2.prg:
static Function ShowMsg( cMsg )
MsgInfo (cMsg, cTitle)
return