If you are doing the custom theme then you must know how in Magento 2 Override default theme template files in your custom theme.You want to override all the files then simply go to.
And copy the templates folder in your theme. In my case theme name is theme. So in my theme folder create the Magento_Theme Folder. And paste the templates folder there. Now your theme structure will look like this.
If you want override the single file like header.phtml. Then copy file from
Paste in your theme. And file structure will look like