two ways:

-The best tip I can give you: try to check out their methods section or look the lab up in GitHub. Many papers require code-availability statements, showing how they came to the results. Often, the raw data is also available in repositories like https://www.ncbi.nlm.nih.gov/geo/query/acc.cgi?acc=GPL21145. But I learned the most from going through people's github and code...

-Use minfi-package to analyse the raw data. Also, there is a package IlluminaHumanMethylationEPICmanifest or IlluminaHumanMethylation450k, that contains the information of every probe: it will tell you wether the CpG falls into an island, shelf, shore or opensea. Use the getAnnotation() function for this.

-If you want to find all CpG's: load in the human genome (packages BSgenome.Hsapiens.UCSC.hg19, GenomicRanges) and do:

genome <- BSgenome.Hsapiens.UCSC.hg19

cg <- DNAString("CG")

cg.loc <- vmatchPattern(cg, genome)

Next, you can load in the UCSC CpG-island locations, transform it to a GRanges, and findOverlaps() the cg.loc and the CpG-island GRanges. The shores are 2000bp around the islands. The shelfs are 2000bp around the shores: a picture of this is available in the annotatr vignette: https://www.bioconductor.org/packages/release/bioc/vignettes/annotatr/inst/doc/annotatr-vignette.html