Where to put php/js script file so it can be linked to from within wordpress pag

Howdy. I am adding some content to a wordpress site.

1. I have added a page to the site which contains 2 links.

2. The links go to 2 different php files I created. The php files contain js and php code. The files query a mysql db and display the results. The link should open in a new window without the current WP theme, so no header or sidebars, just the table.

Problem: When I click on a link, I get the new window, but it contains the theme with a “page not found” notice in the post area.

So, where do I put the two PHP files, so i can link to them and not have them contained in WP theme.

Thank you.