I want to edit the footer using HTML and CSS but when I dig into the code, I have a hard time finding the footer file.
It all depends on the theme. Most themes will have a footer.php file somewhere, which usually contains code related to the wp_footer function. It may also be in the theme's function.php file. It's all dependent on the theme.
You can change (add to) what happens with the wp_footer function, see here for a start https://codex.wordpress.org/Plugin_API/Action_Reference/wp_footer .
But you will need to dig into your theme's files to find out where they put the code that outputs the footer. If you plan to make changes to a theme, it's best to do it via a Child Theme, so any changes you make will not get overwritten with a theme update.