Are you trying to change the style of your board? If you have a new installation of phpBB2, I would recommend installing phpBB3. Support of phpBB2 will be dropped on January 1st, 2009, as per the announcement above.
I downloaded phpBB3 & installed it.Its working for me.
I want to change it to my design.I need the details about the files in which i have to make changes.
You can download styles from here or from other sites on the internet, be sure they match your board's version. You can install them through your ACP, Styles tab after you upload them.
Installed styles are uploaded in the styles/ directory, templates are in the template/ directory and CSS in the theme/ directory.