Custom Taxonomy query display

I am expanding on the custom theme project we did at treehouse. I added taxonomy to custom post type (work) using Custom post type UI plugin called 'work_categories'

I am successfully displaying the term names by using get_terms() and foreach loop with the respective links.

<?php 
$args = array(
              'orderby' => 'name',
              'hide_empty' => false
              );
        $tax_terms = get_terms('work_categories', $args);

          foreach ($tax_terms as $tax_term) {
            // Sanitize the term, since we will be displaying it.
            $tax_term = sanitize_term($tax_term, 'work_categories');

            $term_link = get_term_link( $tax_term, 'work_categories' );
            $term_taxonomy = $tax_term->taxonomy;
            $term_slug = $tax_term->slug;
            $term_name = $tax_term->name;

            // If there was an error, continue to the next term.
            if ( is_wp_error( $term_link ) ) {
                continue;
            }

            echo '<li><a href="' . esc_url( $term_link ) . '">' . $term_name . ' (' . $tax_term->count . ')' . '</a></li>';

          } ?>

These links are directing me to a url like this which is fine:

http://localhost/Localwp/work_categories/cdm/

http://localhost/Localwp/work_categories/interactive/

http://localhost/Localwp/work_categories/video/

http://localhost/Localwp/work_categories/web/

http://s7.postimg.org/wiwx9tf57/Screen_Shot_2014_07_05_at_4_49_38_PM.jpg

I have tried making and renaming many archive/taxonomy php files (mentioned here) in my theme directory to possibly catch these links and display custom taxonomy content but nothing is working. It is always sending me to default index.php

Could someone help me or point me to the right direction that which php file these links are being directed to??

Any help will be appreciated because I need this functionality to make my own portfolio. I already spend 3 days figuring out myself but I feel stuck at this point!

Thanks!

Zac Gordon