Cannot locate the theme file to make a change

I installed the WordPress.com Stats plug-in but it is not giving back any results. I guess the problem is that:

“your theme must have a call to <?php wp_footer(); ?> at the very bottom right before the </body> tag”

I searched for the theme file but I found several php files: comments-popup.php, comments.php, footer.php, function.php, header.php, index.php, sidebar.php.

Does anyone know which one of these files is the theme, so I can add the call?

Thannk you very much!