Third party counters

In various standard web sites I manage, I use a third party counter to monitor hits – number, where from, how referred, etc. The one in question is Extreme Tracking. To use it, I simply register the site and then add the provided code to the page to be monitored – usually the home page, index.htm.
Can this be used with WordPress and if so, what is the file that is loaded when the site is first accessed? In other words, what is the equivalent file to my index.htm in my web sites? I can’t see any index.htm in WordPress.