At this location in Windows 7:
. . .if you're running Internet Explorer 10 or higher, you'll find a file named, 'WebCacheV01.dat'. This database file holds information on web addresses visited by the user, queries he or she has run, and files that have been opened. Earlier versions of IE used a file named 'index.dat'. These files can only be deleted using special software. The information in this cache can be cleared, but its function for the collection of data cannot be disabled.
You can download NirSoft's IECacheView at http://www.nirsoft.net/utils/ie_cache_viewer.html . When I unzipped this freeware to a folder on my Windows 7 operating system, it found the dat file for IE automatically. As you can see this viewer shows where each file from a web page was accessed.
If you right click on any one file and select Properties a form will open that will show the web address of the page that the file comes from.