All modern CMS need a central file that all requests are routed through. This file is index.php. It is absolutely essential, and there is no way to remove it.
The only thing you can do is hide it from your URL: although every request still goes to that file it is hidden from public view. The only way to do this is through server side rewriting. How exactly to accomplish this and whether it’s actually possible at all depends on the server and its configuration. Consequently it is impossible to guarantee and in fact support this function.