It is a script in your installation, for example
<ArcGIS>/ArcToolbox/Scripts/WeightsUtilities.py.
means
c:/... your arcgis pro install folder ... / ArcToolbox/Scripts/WeightsUtilities.py
Which might be ... in ... C:/Program Files
My path is
C:\arc_pro\Resources\ArcToolBox\Scripts
Where I install ArcGIS Pro in my own folder (arc_pro)
You can edit the *.py file in a text editor like Notepad or Notepad++
... sort of retired...