Hi,
My problem is that if I select the index.php files in the themes folder, I get the following error message and the link is broken: Fatal error: Call to undefined function get_header in C:\WAMP\www\wordpress\wp-content\themes\twentyeleven\index.php on line 1
You don't want to access that file directly. Rather, WordPress' index.php in the main site root, adjacent to wp-config.php (looks like wordpress\index.php in your configuration) is what you want to access. WordPress, 'the engine' will read the C:\WAMP\www\wordpress\wp-content\themes\twentyeleven\index.php on your behalf.
Developers using WordPress should isolate your changes to your currently selected theme folder and/or just to your wp-content folder. Everything else is considered 'core' files that should never be altered.