It doesn't. You might be thinking of libraries that you wrote, not packages from e.g. npm, which are distributed as JavaScript + type definition files not as TypeScript code.
In real IDEs, not glorified text editors like VSCode, it does. I use this often in IDEA, it's muscle memory so I'm not even completely sure what to press, but it's likely "go to definition" and by default is tied to ctrl+alt+b.
IDEA adds its own analysis on top of that provided by the language server.
Works on JS + every variant of type definitions I've ever seen, among many other things (not only programming languages, but also database objects, etc).
It should work if the library was compiled with deceleration map option. Which most libraries are not and it's a shame.
It was added like 3 years ago which was probably a bit too late, not even sure why it's not the default. (File size?)