How URL Mapping Works
There is an overview of how routing works in Craft here: https://craftcms.com/docs/routing and that guide works for front-end routing as well as Craft's own control panel routing when deciding which (if any) templates to render.

The call to p=admin/actions/elementIndex/getElements is a control panel AJAX action request (#3 is the routing list) that's going to the craft/app/controllers/ElementIndexController.php's actionGetElements method and returning data.