Wordpress - In which directory do I find the HTML file of my wordpress pages?

WordPress stores content in the database, there are not any physical files with the content of the pages(or posts). The theme's template files control how to render and display your site, you can find those files in wp-content/themes/YOUR-ACTIVE-THEME-NAME-HERE..

You can find lots of information on themes and their development here.
http://codex.wordpress.org/Theme_Development

Additional information and guidance can be found through the other documentation listed in the resources section of the above linked page, here it is for quick reference.
http://codex.wordpress.org/Theme_Development#Resources_and_References

A quick search of the WordPress forums would have also provided you with the information needed(just something to note).
http://wordpress.org/search/where+is+content+stored?forums=1

Hope that helps.

You can find your root HTML file in here: /public_html/wp-content/themes/"YOUR THEME NAME"/framework/templates A file named header.php has to be in there.