First thing, you're gonna need a .htaccess if you are using permalinks other that the default structure, copy this one: https://codex.wordpress.org/htaccess#Basic_WP.
If you want to want why you don't have a .htaccess file, please read ".htaccess Generation Issues" (http://codex.wordpress.org/Using_Permalinks#Fixing_.htaccess_Generation_Issues).
Now that you have you .htaccess, try this:
- Re-save permalinks
- Check that your server allows overriding directives with .htaccess.
- Check that your server has mod_rewrite enabled
