When importing a package, the compiler (or at least the gc compiler) looks for the already compiled package.
You can see this code in the source: http://golang.org/src/cmd/gc/lex.c?#L578
In particular, it does not look for .go files: it is assumed that they are already built. This is a big win for comparison compared to, for example, C ++, because each package can be compiled once, and the code that depends on it can use the already compiled version.
"" , ? , , , : http://golang.org/src/cmd/go/build.go?#L558