I am currently developing my own TYPO3 extension (in v 9.5.11) and I want to know where I have to reference the Html file that is supposed to open when you click on Admin Tools-->MyExtension in the TYPO3 sidebar.
This completely depends on how you integrated your extension; there are at least two (vanilla, Extbase) ways to make such modules. Where your template file (which is Fluid, not pure HTML) exists depends on the integration and your TypoScript configuration that defines template paths, but by default it would be in your extension, in the sub path Resources/Private/Templates/$controllerName
where $controlerName
is the name of the controller that renders your plugin.
Note that template paths for frontend and backend are configured separately.
If you use the vanilla way of making backend modules you most likely need to define this template manually, by setting it in the view, in which case it can be placed anywhere you like (but should of course be inside your extension).