Where does WordPress store HTML pages?

If you prefer working with the HTML instead of the small editor within the Add new Posts / Pages site you can (as a temporary solution) create custom templates for each of your pages just to migrate quickly to WordPress. Afterwards, once that is done, you can create your custom theme and then place this bit of PHP code at the top of each page:

<?php
    /**
    *
    * @package WordPress
    * @subpackage THEME_NAME
    *
    */

    /*
        Template Name: THE PAGE NAME
    */
?>

Afterwards, just add a new page and select the template. You don’t need to fill out anything in the WordPress administrator page. Once that is done and you get the hang of all of the APIs in WordPress you can properly build your theme so when editing / creating new pages, the HTML is generated automatically. It's a long way around, but it can help you understand how WordPress works. There is a lot of documentation on the wordpres.org website.

They are in WordPress's database, specifically the wp_posts table, so unfortunately you have to use the admin console editor to change their content.

Update: Another option would be to use the WordPress API to make changes to the content.