I'am not quite sure what you mean here, the override setting I was showing you should be placed in your override.ini file. This is the file controlling template overrides. It's located in settings/siteaccess/'your_siteaccess_name'/override.ini, if not create it.
After you have done that you'll have to create pagelayout_welcome.tpl in your design directory, to be precise design/'your_site_design'/templates/pagelayout_welcome.tpl
A tip would be to copy the existing paglayout.tpl file your using. If this is a clean eZ Publish 3.6.1 install, that should be located in design/base/templates/paglayout.tpl
PS: By index.php I guess you mean the front page, if virtualhoste mode had been turned on index.php would not show up your url.
PS2: Some settings override files (ini files), have append.php as the end of the filename, this is strictly for security reasons. (so web surfers can't open them and read your database settings and so on)
