WordPress opens page instead of a file? (mod_rewrite?)

Hello, I’ve a folder in my theme named “php” there are files inside such as “index.php”, “example.php” etc.

The problem is, when I type [myblogaddress]/php/example.php (or index.php) it opens WordPress page saying:

“Not Found

Apologies, but no results were found for the requested archive. Perhaps searching will help find a related post.”

Why does my WordPress open files this way? In addition haven’t been touching mod_rewrite rules co don’t even know where to find them and check if are ok?

Thanks a lot.