You're asking two different things. When a HG member is shown as PXXXX, it means that when the group gets to that member, all persons listed in that EXTENSION LIST will ring. That PXXXX number may be the only member of the group. But if it's a LINEAR distribution HG you may have individual users or even other extension lists above it...for example, we might ring Bob, then Sue, then ring the entire department at once (an extension list). This does not work for Balanced Call Count or Longest Idle groups at all.
Regarding DIDs, you'll find those at SYSTEM/TRUNK RELATED INFO/CALL ROUTING TABLES. Pick the table you're using, for each number you'll see DID digits on left and destination extension toward right. The CALLING PARTY NUMBER field you saw is what number each extension sends as OUTBOUND caller ID...typically it might be your DID but not necessarily; you want the copy room to probably send main number, for example.