How do you find the file name?

I am new to WPMU. I would like to edit the HTML of the sidebar on the home page. The Docs say to download the file into a text editor, make the edit there, then upload again. My problem is, how do I find the file name and/or the file path, so I can upload it to its correct place? Or does the file name not matter, that I just simply upload and the newly-edited file will “find” its own way to the proper place? Can I just “view” on my browser the source code of the page I want to edit, copy the HTML into the text editor… if so how do I know the “name” of this edited file so I can upload it properly?