When a visitor types your domain name in to their browser they are automatically directed to your website's default file. For example, to go to Yahoo!, you type yahoo.com. It doesn't show up in your browser, but you're actually looking at the index.html page. Try it yourself, type yahoo.com/index.html in your browser.
You might have guessed, index.html file is a default file. If it's the only default file in the root directory, it automatically displays when someone goes to your domain name.
If you have more than one default file in a directory, the server decides which one takes priority, and then displays that file. Understanding the order the files are served is key to making sure the correct page displays on your website.
You can also change your hosting account's default file (more info).
Some files listed in Plesk, like
Index.cfm, will not actually work because we don't support the underlying technology to support the file.