You are looking at the right files area. The HTML is created through the php files. These files can be accessed/edited through the editor as you are viewing or through FPT as Laxmana suggested.
Through ftp it would be in your public_html/wp-content/themes/your-child-theme folder.
It may not only be the index.php file that you’re looking to change though, or you may need to change something other file entirely.
It’s better to make the changes via ftp because you can back up your files before you start making changes in case something goes wrong. If you don’t have that option the editor works as well. Just select all the content for the file you are editing and copy it to your desktop (word or notepad etc) so you have a safe recovery point.
Without knowing exactly what you are tying to change this answers your question as best as possible.