In addition to what @Jeet said:
It's important to understand how Views theming works. There is not simply one views template; views are themed with a chain of nested templates.
The first template is like a wrapper around the view, displaying title, header, footer, etc.
The second template depends on the view style you choose (list, table, grid, etc.).
Most views styles then use a third template for the row style. This contains the html that is repeated for each result.
Some views even have more templates, for instance for the separate fields within a row.
On every level you can override every template in multiple ways, by adding a template file with the correct name in your theme folder. All possible template file names are listed under
advanced -> theme -> information. These templates range from generic (applies to all views) to specific (applies to a specific display of a specific view).