I installed my faucets on the side of my 'fridge rather than the door.
If your 'fridge has a black mesh attached to the back of it, then you probably don't have lines in the sides. No guarantee though. Also, if you have the owner's manual one of the schematics may show you where the lines are located. Also, any lines are most likely attached to the metal "skin" of the 'fridge.
Anyway, following advice I got on the MoreBeer forum (shows you how long ago this was) I started on the inside of the 'fridge. Located where I wanted the faucet shank to go through the side, using a hole saw cut the plastic inner liner and then taking a small screw driver pushed the insulation back so I could see the outside metal "skin" of the 'fridge. Seeing no line, I used the hole saw to drill a pilot hole in the metal exterior, then finished the hole from the outside of the 'fridge.
You can repeat this process for as many faucets as you want to install. It's a little tedious but better than turning your 'fridge into a storage cabinet.