Tracing Word Press processes

So the first thing I looked at is the .htaccess file:

DirectoryIndex index.php index.html
# BEGIN WordPress
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /
RewriteRule ^index.php$ - [L]
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /index.php [L]
</IfModule>
# END WordPress

Next I looked at the index.php file:

<?php
/**
 * Front to the WordPress application. This file doesn't do anything, but loads
 * wp-blog-header.php which does and tells WordPress to load the theme.
 *
 * @package WordPress
 */
/**
 * Tells WordPress to load the WordPress theme and output it.
 *
 * @var bool
 */
define('WP_USE_THEMES', true);
/** Loads the WordPress Environment and Template */
require('./wp-blog-header.php');

So next I went to wp-blog-header.php then wp-config.php then I just gave up.

What I want to know is what exactly wordpress templates do. Do they just set up some of the CSS code and make it easier to link to blogs and facebook? What I was looking for was something in the wordpress Dashboard resembling this:

Main Page = index.html

But nothing like that exists. There is, under the pages tab a “home” page, and that definitely is the “home page” I enter, but the html code displayed for it in WordPress does not match the HTML code when I click “view page source”. So where exactly is this new code being generated? I need to intercept it somehow and change the link.