One of the easier ways to find out which classes apply to the show message widget, is to run your application in a browser and us the element selector to check out the relevant html:
You can then use programs like sublime / visual studio code / others to easily search for this classname in your entire project folder.
Be sure not to edit the file where Mendix keeps their default classes, but instead add it to your custom folders.
And widget of your project are stored in the widgets directory inside your project directory. You can rename the .mpk to .zip and extract the code. Inside you will find the css for the widget. Do note that when you update the widget your customizations are gone again and will need to be reapplied.