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You find it in the early sections, right after the treaties. It looks like this:

Code:
	axis = { id = { type = 15000 id = 2 } defensive = no participant = { GER } } 
	allies = { id = { type = 15000 id = 1 } defensive = no participant = { ENG IRQ FRA AST NZL CAN SAF NEP BHU OMN } } 
	comintern = { id = { type = 15000 id = 3 } defensive = no participant = { SOV MON TAN } } 
	alliance = { id = { type = 15000 id = 10 } defensive = no participant = { CHI CXB } } 
	alliance = { id = { type = 15000 id = 11 } defensive = no participant = { EST LAT } } 
	alliance = { id = { type = 15000 id = 12 } defensive = no participant = { JAP MAN } }
 
just as a very interesting side note here:
if a country is not listed in thoose alliances [aka, not in any alliance and not leader of the named alliances] it can not use shore bombardment missions on his own provinces. how they are connected in Europa engine is beyond me but definitely that's the case.
it may prove useful for some :)