Hi, vunguyen.
The form output by the [contact_form] shortcode is constructed in the framework/theme-functions/layout-and-design.php file. Look underneath the # Contact Form
comment. For form styling look in the style-default.css stylesheet and the additional stylesheet (style-skin-#.css) for whatever skin you are using.
Always keep in mind that if you modify the core theme files then when you need to update the theme your modified files may be overwritten and your modifications lost. Tweaks to CSS can be added to your Custom CSS box in Design Settings. If you feel that you need to modify CSS files consider using a custom stylesheet, otherwise updating the theme may become quite difficult for you.