in your WP root.
Do you have custom permalinks setup? If not, you may not have one. If you need one, you may have to create it. WP usually creates one for you when you set up custom permalinks
Ensure your FTP program shows hidden files.. if that’s already enabled, then see below..
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Upload a blank document, with any extension you like, to the folder you installed WP.. once that’s done, just rename the file .htaccess, notice the name is also the extension ..
The file may disappear after changing the name, this isn’t a problem, it just means your FTP program doesn’t show hidden files, in which case check through the settings/options of you given FTP application and enable showing of hidden files..
Of course if you’re on anything other then windows you can create the file with the correct name before uploading (windows doesn’t allow .htaccess as a full filename+extension, hence the FTP renaming procedure)..
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Hope that helps..