Apple - MAMP html source folder
In the MAMP application, click on "Preferences..." then go on the "Apache" tab. There you will be able to locate the default folder. You can create a new one and set it as default there too.
I haven't used MAMP in a while, but according to their FAQ it looks for the HTML files (by default) in: /Applications/MAMP/htdocs
This seems like an odd place to store them. You can (and probably want to) change the default in MAMP's preferences to a different folder so you can store your files somewhere else.
Put it in the htdocs folder, but when you go to look at it with your web browser - htdocs will appear at http://localhost:8888/.
So if you create an index.html file, that will be what gets loaded when you visit http://localhost:8888/