1- Is it safe to remove that index.php?
2-

Most likely, somebody tried to open this file in the browser.

How? Could you please give me the path of this file for the browser?
3-in index.php file I see this code:

if( function_exists( 'woodmart_is_woo_ajax' ) && woodmart_is_woo_ajax() ) {
	do_action( 'woodmart_main_loop' );
	die();
}

get_header(); ?>

<?php 

	// Get content width and sidebar position
	$content_class = woodmart_get_content_class();

?>

<div class="site-content <?php echo esc_attr( $content_class ); ?>" role="main">

	<?php do_action( 'woodmart_main_loop' ); ?>

</div><!-- .site-content -->

<?php get_sidebar(); ?>

<?php get_footer(); ?>

Those codes mentioned to woodmart, it that right?