First look into your Connector Properties - Details (the icon to the right of the "..." at the end of the Library Part name.
The Symbols tab will show you if you have assigned a symbol to this connector.
If none is assigned, then look at the Styleset for the Connector. The Symbols topic will show you what Default Symbol was used.
When this was created, the user will have selected the Library from which to access the Symbol.
Assuming they turned on "Auto-Select By Part Number" then look into that Symbol Library for a Symbol with the same name as your Connector.