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Out of the box you have 2 separate pieces: in the RPD you can generate a CSV file with a big part of data lineage inside from the admintool.
For the catalog you need to use the catalog manager and generate reports from there.
Some content is missing, it's up to you to "link" things together between these 2 elements.
That's what you get out of the box, depending on the needs it can be enough.
It's also possible to have a proper and full data lineage, but you have to code things or to "buy" an existing solution.
I did some presentations about this topic an a possible powerful solution using a graph database for a full detailed data lineage: