No index.php file created during install using composer
Your index.php file should be found under the web directory. All of the other files and folders installed by composer are considered to be above the root which is recommended for security reasons.

Place all of your css, js, images, etc into the web folder and create your twig files in the templates folder and you shouldn't need to edit your index.php file, but web is essentially where it lives. This folder can be renamed to public, httpdocs, or anything you wish. It will be used by your set up as the public root of the domain. I hope that helps.