In this LPC1800 chip architecture we have integrated quite some code into a ROM mask, so besides the boot ROM there is also code for USB inside. You don't see the source code for it in LPCOpen, only the API definition. When you for example use the DFU boot mode the bootloader jumps into the USB part of the ROM code to set up a DFU connection to a host.
The advantage of the ROM code is that it runs faster and more efficient than from internal flash and of course it doesn't use any program space in internal flash.
So if you use these examples from LPCOpen, then this means that the code jumps into ROM code for specific functions, you can't change this code and you can't perform debugging on source code level. Your main file or other code you add can be of course in RAM or in flash.
Regards,
NXP Support Team