How did WordPress link an empty page at dashboard to an actual php file?

thats how wordpress template works

front-page.php is the very first file that wordpress check for the homepage and to be use as a template, if it doesn’t exists it checks another file in specific order like page-slug.php, page-id.php, page.php until it reaches index.php

the blog/posts page would first check if home.php exist and if not it will use index.php

all the url sturcture would end-up in index.php if their template doesn’t exist.

Creating pages, posts in the back-end only interact with the database, the rendering of those content in user browser are handled by php files in a template heriarchy