A CoreScript is a special type of script, that cannot be edited or ran by normal users. They are used by ROBLOX to handle integrated user interfaces found in the 
CoreGui among other things.
CoreScripts are special because they can use API that is under the [RobloxScriptSecurity] context level.
You can find ROBLOX's built-in CoreScripts in their github repository. They can also be found and modified from ROBLOX Studio's content folder (which is located in the directory folder of ROBLOX Studio's executable) via ExtraContent/scripts.