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.