Some are housed in the same enclosure, and some remotely. It's easiest to open up the housing and check there first. If there's no transformer within you'll have to trace along the cable run or look in likely places, like a cupboard under the stairs.
It sounds like you didn't check for power and disconnect from supply before cutting the wires, is that right? I suggest you check using a mains tester and a multimeter before touching any conductors, starting on highest AC volts range if it isn't an autoranging device. Removing all old cable isn't always practical, but It's very poor practice to leave defunct cables live, and worse unterminated, even low voltage DC.