Where do I add html code to the menu div?

When looking at header.php, I see the following line:

<?php wp_nav_menu( array( 'theme_location' => 'primary' ) ); ?>

That function is defined in nav-menu-template.php and generates the ‘menu-custom-menu-container’ div. Let’s I want to add a div after the navigation list inside the ‘menu-custom-menu-contaner’ div. Where would I do that?