Subdirectories

This one is probably easy so here goes: I’m trying to create subdirectory pages inside of a theme. For example, my Archives page resolves to /archives/, even though it actually sits in the same ‘theme’ folder. (I’m pretty sure it has something to do with the header include:
<?php
require('./wp-blog-header.php');
/*
Template Name: Archives Template
Description: A template for my archives pages.
*/
?>

Up until now, I have created subdirectories outside of the theme folder, like an about page. So sitting in a little folder called about is an index.php file that has a header includes that looks like this:
<?php
require('./../wp-blog-header.php');
?>

The problem I’m ultimately trying to solve is to get this about page back into the theme folder so that search functionality can be preserved. Currently, my search feature only works for pages that sit inside the theme folder (archives, categories). I know that this is a pretty basic WP template thing, but up till now, I have had no need to learn how to do this. Thanks for any help, WP forum folk.