Your WordPress site might not be using “Pretty Permalinks”.
Go to Settings > Permalinks then choose “Post name” and hit save. Even if that is already selected, hit save. Also look at the bottom for a message from WordPress asking you to copy/paste some code into the .htaccess file. This is rarely needed but some servers require it.
If “Pretty Permalinks” still do not work, your host may not support Mod Rewrite (most hosts do). If that’s the case, unattractive URLs are used (ie. URLs having things like ?p=1322 or /index.php/ instead of words). You can show Permalink Types to your host and ask if Mod Rewrite is available for “Pretty Permalinks” to work in WordPress on their server.