WordPress gives you the freedom to set your links the way you want them to look like. In the administrative area of WordPress go to Settings -> Permalinks. On this page you can choose from several predefined options or use a custom structure for your links.
You can choose the Custom Structure option and enter /%postname%/ for example. This will make your links look like http://yourdomain.com/the-name-of-your-post/. Or you can enter /%category%/%postname%/ if you want to include the name of your category in the URL. You can also add custom text or other WordPress variables. The full list of available variables that you can use in your permalinks can be found at the WordPress official website.