@mikokagome04, of course "http://www.example.com/index.html" gets you to the index.html page as that is the path you entered in your browser. Why would it go anywhere else (especially to the blog which is http://www.example.com/index.php).
You can have different types of index pages in the same folder, but only one of them can be set as the default. It's either index.htm, index.html, or index.php. When you type in http://www.example.com it will only go to whichever index is set as the default. In your case, index.php is set to the default and as long as you only type in http://www.example.com it will always go to the blog. You may have index.html in the same folder but you will never get to http://www.example.com/index.html by just typing in http://www.example.com.
This is a rule that controls all servers and I have never seen an exception.
In annicole72's case, index.htm is set to be the default and when she types in theleomanual.com/index.php the blog recycles and jumps back to the root folder but since index.htm is the default, that is where it goes to instead of index.php.
Since her blog is a sub-component of her site and not the main-component she should be running the blog out of a sub-directory.