The Files are located on a server then. They should be accessible from the Control Panel of your Webhost.
Usually it's called FTP manager or something Similar. Within Wordpress' root folder should be a wp-config.php file.
I would be very careful if you are unsure what to do as this could lead to errors that will require a fresh re-install of Wordpress ( lose all content within ).
If unsure, most popular Web hosts offer support and can help you with these kinds of questions.
Have a wonderful day & best wishes 🌻 Richard