Customising Categories Page

Im trying to customise the page that you view when you click on a category, is that possible ?? i was trying to locate the .php file but was unsure of its name and location of file.

If anyone can help it would be greatly appreciated

If you need to fix the "look", always go to the CSS first.
If you need to add or replace a feature, the core files are where you want to go. They should be a last resort as there are MANY ways to affect layout and look without messing with the core.
That said, most pages are templates and generally prefixed with tpl_. For the opening look of the Categories page, you'd go to includes\templates\your_template\templates\tpl_index_categories.php.
If the file is not in your template directory, use the one in the template_default. Either way, be sure to save the changed file to your template directory so it won't be overwritten in the next upgrade.