Where are the templates for the default pages (Home, About Us, Contact Us) in Silverstripe 4 when freshly installed? The documentation does not say where.
They're called Page.ss and Layout/Page.ss, and will be located in whichever theme you've installed. If you don't have any themes yet then there won't be any yet.
If you don't have any themes it will use templates/SilverStripe/Control/Controller.ss.
Bonus: you can enable SSViewer.source_file_comments via YAML configuration to have HTML comments added to the rendered page source code, showing which templates are being used.