yii2 pretty url - browser does not find file index.php

I am trying to set-up Yii2 to use pretty URL. In order to do so, I configured Yii2 and used the rewrite module of apache to make sure that we always enter by the entry point which is index.php

I made the following modification in the .htaccess file contained in the yii-application/frontend/web/ folder - folder that contains index.php (advanced yii2 template). For those modifications, I followed instructions found on various forums.

RewriteEngine On
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . index.php

I have also made the following changes in the configuration of yii2 in order to activate pretty URL

$config = [
'components' => [
    'urlManager' => [
        'showScriptName' => false,
        'enablePrettyUrl' => true,
        'rules' => array(
            '<controller:\w+>/<id:\d+>' => '<controller>/view',
            '<controller:\w+>/<action:\w+>/<id:\d+>' => '<controller>/<action>',
            '<controller:\w+>/<action:\w+>' => '<controller>/<action>',
        ),
    ],
],
];

Note that Yii2 was working well before I made those changes.

Now if I try to connect using one of the following URL (like before modification), I see the landing page. The navigation will not work, I will always see the landing page.

http://localhost/frontend/
http://localhost/frontend/index.php
http://localhost/frontend/index.php?r=site/about-us
http://localhost/frontend/index.php?r=site/faq

If I try to connect using of the URLs below (as I should once pretty URL is configured properly), my brower displays an error message.

http://localhost/frontend/site/faq
http://localhost/frontend/site/account
http://localhost/frontend/site/index

Error message:

Not Found
The requested URL /web/yii-application/frontend/web/index.php was not found on this server.
Apache/2.4.9 (Win32) PHP/5.5.12 Server at localhost Port 80

However, it looks like the path is correct. The index.php file is actually in the folder C:\web\yii-application\frontend\web\index.php How come my browser does not find the file?

Thanks for your help