Ritesh,
The MSC/GMSC is configured to fire the SRI(routing info) first to some configured SCP in the VPLMN which would have the list of roamers and their current location. The SCP which acts as a dummy HLR would then fire a PRN query to the VLR if he exists within the roamed network.
If not the SRI-ACK is returned with the MSISDN and the IAM moves forward to the CDPA GMSC.
Cheers!
R….