I bought a new mouse (which doesn't have it's own software) and I was wondering:
Since it has RGB lights that change on their own, as far as my understanding goes, it has some software inside it that controls this.
First, the simpler question: when I first connect the mouse, Windows says it's "installing" some stuff. Where can I find this stuff (files probably)?
Second: Is there any way for me to "reverse engineer" this and get access to the mouse's code, so that I would be able to control the LED's color, for example?
When Windows says it is "installing" something for your mouse, it is looking at the USB descriptors, figuring out what driver to associate with the mouse, and recording other metadata. You can look in your registry under "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Enum\USB" to see what gets recorded. For a more complicated device, I think Windows could actually download driver files from the internet during this stage and install them on your computer. But for a standard HID mouse, it should already have the drivers it needs.
There is no standard way to read the code from a hardware device, and it is likely to be extremely difficult if the device is not open source. The code is likely stored in the memory of a microcontroller that has read protection enabled, meaning that it cannot be read from an external programmer. It is also possible that much of the funcitonality of the mouse is actually implemented in application-specific hardware instead of software.
If there is existing software on your PC that allows you to control the LED color of your mouse, your best hope is to run that software and look at what USB packets it is sending to the mouse using a USB protocol analyzer.