Each index (partition) belongs to a tablespace.

Each tablespace can have many files.

So an index could be stored over many files.

You can find the tablespace for an index with:

select tablespace_name 
from   dba_indexes
where  index_name = :inx;

If the tablespaces has many files, you can see which the index by joining dba_extents to dba_data_files:

create table t ( c1 constraint pk primary key ) as 
  select level from dual
  connect by level <= 100;

select de.tablespace_name, ddf.file_id, ddf.file_name
from   dba_extents de
join   dba_data_files ddf
on     de.file_id = ddf.file_id
where  owner = 'CHRIS'
and    segment_name = 'PK';

TABLESPACE_NAME   FILE_ID FILE_NAME                                                                              
USERS                  12 +DATA/DBAAS19C...