where is Enum.values() defined?

It's defined in the JLS, section 8.9.3 "Enum Members"

It's not explicitly defined, just like length property of java array is not defined. It is implicitly available for concrete Enum type.

This is required by the Java Language Specification: values and valueOf will be implicitly declared for all Enums:

/**
* Returns an array containing the constants of this enum 
* type, in the order they're declared.  This method may be
* used to iterate over the constants as follows:
*
*    for(E c : E.values())
*        System.out.println(c);
*
* @return an array containing the constants of this enum 
* type, in the order they're declared
*/
public static E[] values();

/**
* Returns the enum constant of this type with the specified
* name.
* The string must match exactly an identifier used to declare
* an enum constant in this type.  (Extraneous whitespace 
* characters are not permitted.)
* 
* @return the enum constant with the specified name
* @throws IllegalArgumentException if this enum type has no
* constant with the specified name
*/
public static E valueOf(String name);

These methods are added during compile time, so if you use javap to disassemble the code, you can actually look at their body.