Thanks so much for your replies. I've found the CMSTemplate folder and there are 6 aspx files in there. For each one, I get the message - This is a marker file generated by the precompilation tool, and should not be deleted! There is nothing else in there.
The only other place that there are master templates are within page templates and in the layout of each, it says - The VirtualPathProvider is not running, you cannot edit the page template layout. The system is using the physical layout files from folder ~/CMSTemplateLayouts.
I don't know where else to look!
Thanks in advance