Did you run the ‘init’ command when setting up your application? The init command configures the application for your choice of development or production mode and writes config and web/index.php files accordingly.
The config file names can vary across different templates. You can always determine the filename scheme by looking at the index.php files in your web/ directory.
web.php is the main config file used for the basic template.
Config file naming is more complex for the advanced template and could be for other templates available from third parties. There are main.php and main-local.php configuration files for common/, backend/, and frontend/. The main.php and main-local.php settings in common/config/ have a cascading effect and override the settings in backend/config/ and frontend/config/, so you can include global settings used for both the frontend and backend in the common/config/ files (e.g., i18n translations settings or modules and components used by both the frontend and backend). The Gii code is included separately in both the main.php files of the frontend and backend.