i am taking a hard time to figure how to do it. I have three different pages in my wordpress installation besides the Homepage. I need to edit each one of them separately, remove header, footer and do some other stuff. The thing is that i dont know where are those pages source code files in wordpress directory in order to edit them.
Much of the code for any page, including header and footer, comes from your theme.
If you want to create fully custom code, your best bet is to create a child theme (which just means creating a "style.css" file with some comments that refer to the parent theme, which is what you're currently using) and inside the child theme, create custom templates. It's there where you can add your own HTML and a loop to grab the content for each page (the part you edit in wp-admin).
As mentioned elsewhere here, the display of your posts/pages depends on the theme that you are using. And making changes to the theme's code is not recommended, as any changes will be overwritten with a theme update. That's why you would create and activate a Child Theme to make changes. (Although you can make simple CSS changes via Admin, Themes, Customization, Additional CSS screen.)
But if you really want to know how to change a specific look of a page, without changing the theme, Child Themes is what you want to do. Then you can add your customized page code to modify how things look.
For this, you need to understand how themes work, and how they are 'built'. You should start here: https://developer.wordpress.org/themes/ . Then, look at 'theme hierarchy' to understand what theme template file is used to 'build' the post/page. There are also manu google/bings/ducks on how to build themes, create Child Themes, and the theme hierarchy.
Rather than editing Wordpress or your theme's source code you're better off using the "Additional CSS" option found while customizing your theme appearance within the admin menu.
Using Google Chrome or similar, load your up page, right click on the header region then select "Inspect". You will see on the left of your screen the CSS styles associated with your page.
In my case the header was called "header-layout-1". Yours might be different.
While editing the "Additional CSS" add the following line;
Save your changes and reload your page. Your header should be gone.
Follow the same steps for the footer or anything else you don't want displayed.