Archive link not working in wp

I am sure this will be something crazy obvious. But I can’t see it.
In my sidebar i have a few link.
i just added one to the archive page. (it is in the same folder/dir as the other usual wp page (index, footer, header, sidbar…))
the link is

			
<li><a href="index.php">Main</a></li>
<li><a href="/cakes/">the other</a></li>
<li><a href="archives.php">archives</a></li>
<li><a href="http://www.google.com">google</a></li>

the archive page is of course archives.php (also tried to rename as cakes.php just to test…)

I also tried to do as I have seen in another page w/an archive as

<li><a href="/archives/">archives</a></li>

but always get a 404.
the index link works fine, the google links as well. but cakes and archives do not.
is there a function or wp standard I am missing please?

thx
d

Links depend on your permalink structure and in most cases they aren’t pointing directly to your template files.
To create page that display your template, you create new page in wp-admin and choose your custom template for it in Page Attributes section.

nope, the page is there.
D