ChatGPT is not a search engine, what it's doing is that it is completing the sentence you're giving it. It doesn't "search", it's simply activating neurons on its immense neural network to produce an output; this is influenced by what it has learned during training of course. But there's not any form of "source" material that it's pulling from perse. Everything is encoded in the weights of the neural network.
Presumably, what something like Bing does, I imagine is simply using chatGPT as an interface between the search engine and the user. So, in a way (and this is something these LLMs are capable of), it's searching for you. So i imagine it's more of a parsing of the content it finds online, rather than something that's already encoded in its neural network.
It's like going to a painter and asking them to list everything that inspired their painting. The answer would basically be "everything I've ever seen".