How add method of list interface works when there is no body for it? Where is the add method of list interface defined?

List is an Interface, not a class, and so cannot define the body of any method - it defines the method signatures (what the methods must input and output) but cannot define any implementation of the code. When a concrete class adds an Interface, it must provide implementations of all the method signatures that were defined by the interface definition.

Similarly, you can't create an instance of an Interface - you can only create instances of the classes that implement the Interface. But you can declare a variable of the Interface type, and it can contain any object which implements that Interface.
When you try to use the Add method the framework works out what type of object is in the variable at run time, and calls the appropriate version of the Add method that was defined in that class.