Where are theme xhtml files?

When I downloaded the theme design I wanted, there were a number of files associated with that folder – most were php files and there were also CSS files. I have edited the CSS files to my liking and now want to go into the XHTML files which show up in the online source code but are nowhere to be found in my theme folder. What I’ve done so far can be viewed here http://clearlygreendesign.com/blog/ . As you can see, the blog title is overtop of my graphics and the footer indicates “your name here”. I also want to add more links – more than just “home” and “about”. What I need is access to those xhtml files so I can customize the code for my purposes. I don’t know how php works – it’s like reading a foreign language with an indistinguishable alphabet to me. When I look at the index.php file, I see no xhtml so I cannot edit it. I need the index.xhtml file because I understand that code – I speak that language in other words. I see the xhtml online – it shows up there, but where is it? I’m getting the feeling that WP is for hard core coders and not people like myself. I really only want WP as an extension of my current website to place email newsletter content but would I be better off just designing new pages for that content instead? Need some help!