Change PHP files

Hi, I am newish to WP and Coding. This will be my third site.
I had to do some changes in the PHP files and I did directly in the server.
Then… o boy, I cannot get any new update!
So from what I read in the net, there are a few ways to change php file
a) appearance > edit;
b) download to DW (or any other) make the change and upload.

But my question is that it seems to be that all these changes are done at the server as well.
This is different the style.css where, I think, new editions do not overwrite.
Could someone help me to understand where is the right place to have a permanent and safe place to change .php. ?
Thank you.