On unix hosts, you would adjust your .htaccess file to make permalinks work, on a Windows IIS server you will need to add the following lines of code to the web.config file in your web site's root folder between the system.webServer tags as shown below:
<system.webServer>
<rewrite>
<rules>
<rule name="Main Rule" stopProcessing="true">
<match url=".*" />
<conditions logicalGrouping="MatchAll">
<add input="{REQUEST_FILENAME}" matchType="IsFile" negate="true" />
<add input="{REQUEST_FILENAME}" matchType="IsDirectory" negate="true" />
</conditions>
<action type="Rewrite" url="index.php" />
</rule>
</rules>
</rewrite>
</system.webServer>