@lupin3 – I don’t know any off the shelf function that prints the filename. Depending on your browser, tools like firebug on firefox and developer tools on Safari may help you.
Location of the files really depends which part of your theme you mean: the main blog / news ones or the social network specific ones such as profile, groups, etc.
For the blog specific pages – this page gives you an overview of all the WP files: https://codex.wordpress.org/Theme_Development
I don’t know what documentation is still around on 1.1.3 theme files. However, most of the files were typically in fairly explanatory-named subfolders of your member theme (e.g. in folders such as friends, members, wire, activity, profile)
Everything should be available for customization in your theme’s folder:
/wp-content/themes/YOUR_THEME/
Like Roger stated, it depends on what you want to edit.
I know how to edit the sidebar, header, footer aso. But the programmers left me many files that all contain “get_header()” and “get_footer()”. I tried to break some of them on purpose, just to find out which are used, but nothing happened (while editing header.php changed the page, so I’m in the right theme directory). The problem is, I have to change something that’s in one of these files. But I have found 66 files, some of which may not even be in use, that contain the tag I need to change. Is there no other possibility than to guess?
If you let us know which thing / part of your site it is you want to change , someone might be able to give you a better idea which file to look in.