There is a line in the payment modules (for instance authorize.net)

zen_redirect(zen_href_link(FILENAME_CHECKOUT_PAYMENT, '', 'SSL', true, false));

Which file is being called here
I dont see a file as checkout_payment.php except in the language files
Is it the header_php.php inside the includes\modules\pages\checkout_payment\ ?
I want to modify the code for payment module as I am not getting the return url to get me the order confirmation page/order id generated
Thanks