Hello,
WordPress does not create a new file in the file-system when you create a page from the backend. The data you enter into the backend is saved to the MySQL database where it is retrieved by various and sundry queries and displayed by code in one or more templates. There is no “directory location” for your individual pages, but the template files that control the page display can be found in Your_WP_Directory/wp-content/themes/Your_theme/page.php.
This rule also applied on our theme html-blocks. Html Blocks content did not store in separate templates it just saved in the database.
Best Regards.