The URL you are looking at does not exist in the filesystem, it’s a WP rewrite rule.
Ugly URLs look like this: index.php?queryvar=value
Pretty URLs look like this: /my/pretty/permalinks
But if your server does not or cannot support the needed HTAccess or rules to set up pretty permalinks, there is a workaround: /index.php/my/pretty/permalinks, where index.php is the root index.php that WordPress provides, and everything after it is piped into the WP rewrite rules system.
For example if I have this blog post: https://example.com/2024/hello-world/ then I can also visit https://example.com/index.php/2024/hello-world/, although WordPress will redirect to the first as it’s the canonical URL.
Remember, WordPress is a CMS, not a bunch of standalone PHP files. All permalinks and frontend pages go through index.php even if that’s hidden by server configuration, and it’s WordPress that decides what gets loaded, what URL is being served, which posts to fetch, which template to load, etc and it does this in PHP code. The presence of index.php in plugin folders is irrelevant.
If there were PHP files in plugins folders that were directly contacted by the browser and handled requests, this would be a major security issue and such plugins would be rejected by most plugin reviews.
What you will want to look for are add_rewrite_rule function calls, and you’ll also find useful information by plugging those URLs into a rewrite rule tester/analyser to discover the query variables behind them that power those pages