WordPress Editor Help

I must be doing something wrong. After reading a lot of the forum advice in editing code they mostly refer to a “.php” file.

I cant find those files anywhere. After going to appearance > editor. I get this notification first “Editing this code is highly discouraged. Proceed with caution.” I click proceed and get the theme style.css. After watching videos i see most users clicking on specific .php files from the right side. I dont have those options to the right, is there a certain plugin that I need to download or is this theme not available to edit?

Thanks in advance