I would suggest that you activate a default theme, such as Twenty Seventeen, to see how it works. You do need .php files to make WordPress work, but these are generally either “theme” files (which basically control the look and feel of the site) or “plugin” files (which add or change functionality, like contact forms). In most cases, your theme has more than one PHP file, but also in most cases, you do not need a separate PHP file for every Page on your site.
In a very basic, barebones WordPress theme, you would have style.css, index.php, header.php and footer.php. Header and footer would contain things like navigation, Index would have a call to the_content, and style.css would control the CSS styling of everything. You then create Posts and Pages (and additional post types if you wish) and manage all the content of those pages in wp-admin. The content gets wrapped between your header and footer and any other common code included in the theme, such as breadcrumbs and sidebars.
Hope that helps explain some of the basic concepts you have bypassed. In essence, your PHP files should be in themes and plugins and are used for the look and functionality of your site, and everything else – all the paragraphs, images, text lists and so forth – should be edited in wp-admin. This all gets saved to the database, so that if you decide you want a new look and feel later, you can apply a new theme and you do not lose any of the content because it’s still called through the_content, it’s just “wrapped” with a different visual look.