In Zsh, if you type man cd, instead of a manual page, you’ll get this:
See the built-in command description in the appropriate shell manual page.
To see Zsh’s implementation of cd, we need to view Zsh’s built-in man page:
man zshbuiltins
What’s going on here? Here’s a summary:
Builtin commands are contained within the shell itself. When the name of a builtin command is used as the first word of a simple command (see Simple Commands), the shell executes the command directly, without invoking another program. Builtin commands are necessary to implement functionality impossible or inconvenient to obtain with separate utilities. –“Shell Builtin Commands”, https://www.gnu.org/
Note: This applies to Zsh, but the process would be similar for any terminal.