Editing Category Block Code

I have a category block on the homepage of the site which I have butchered using custom CSS and custom category images.

The categories are still displayed in the list format, but instead of just the list item text to be the link, I need the whole list item tag to be the link (as it includes a large image above and a box which all appears to be clickable).

See link for what I mean: https://yourlocalbury.co.uk/bury-business-directory/

So I need to know where the PHP code is located and try to add the link anchor around the list item, rather than inside it. If you can guide me to the code for the category block, as I can’t find it, that would be great.

Many thanks.