java class method stubs with /* compiled code */

This typically means you don't have the source code, and IntelliJ just displays /* compiled code */ as a placeholder for the source code you don't have.

To actually see what's going on, the best would be to receive the source code of the third party library.

You should of course also get the documentation, as reading the source code and guessing how to use a library usually isn't the best way to learn.

The second best option would be to install a decompiler plugin for IntelliJ, like IntelliJAD, that will automatically decompile the Java class file (note that the license for your third party library may disallow you to do just that). This will never be a 100% solution, but in some cases it's better than nothing.