Everytime I create a new page it does not actually create it. It says it does, but does not actually create the file. It creates a button link on the site and everything, but when I click it it goes to my 404 page.
WordPress does not create files. all of your pages are stored in your database. Try resetting your custom permalinks back to the default setting via Settings -> Permalinks. If this works, then review Using_Permalinks before setting a custom permalink structure back up again.