The output from @command{grep} goes in the @file{*grep*} buffer.  You can find the corresponding lines in the original files using <del>@w{@kbd{C-x `}},</del> <ins>@w{@kbd{M-g M-n}},</ins> @key{RET}, and so forth, just like compilation errors.  @xref{Compilation Mode}, for detailed description of commands and key bindings available in the @file{*grep*} buffer.