In fact my question is simple (Pardon my ignorance...) : Does my bike (2003 Softail Heritage) have a Power Commander?

The former owner had upgraded to 95ci kit, and I remember him mentioning a Power Commander. I don't where it is normally installed on the bike, the PC online brochure does not say anything about Heritage...

 

It is either under the seat( most likely) or in front of the splash guard.

It is not a stock part from HD..It is an aftermarket purchase

 

it should look similar to this:

 

With the work thats done to it, it has to have some sort of tuner to dial it in. Non of them are stock including the HD S.E.R.T.

 

+1 to what they all said above. If you remove your seat you should have no problem seeing it at all. if it is not there, look behind the splash guard, a flashlight and getting on your knees should let you see it, pretty far up behind where the battery is is roughly where it should be. Should be farely easy to access since one needs to plug in a usb cable for dyno and tuning