When I right click on a class (that is part of an third party assembly - not code I have written) in Visual Studio and select \"Go to Definition\", I can see all the methods
You can find the answer on the doc page:
When you try to run the Go To Definition or Peek Definition command for types or members that are marked as internal, Visual Studio does not display their metadata as source code, regardless of whether the referencing assembly is a friend or not.
If you want to see the source code of the assembly, you have two options:
Tools > Options > Text Editor > C# > Advanced
section.