Yes, index.html (in the theme folder of your project) should do. Unless you created additional index files such as index3.html (e.g. for SSO purposes).
For https: you need your own domain, the additional files should be in the root of that domain, the Mendix app needs to be available on that domain or a subdomain (it won’t work on appname.mendixcloud.com). Make sure you have that custom domain enabled and linked in your Mendix application (via Sprintr – read more in the docs).