hello, I am trying to Install joomla, but I have a question

I have a domain name, I bought it, and they give me DNS but I dont know anything about it,
My question is..
for example here, you can see.. www.zymic.com/index.php, and each time you click in somewhere it shows you like http://www.zymic.com/forum/index.php?act=p...w_post&f=34 or http://www.zymic.com/forum/index.php?act=p...w_post&f=35, etc
but my hosting always shows me only the name , like www.zymic.com, you can click in forums, new forum etc and it will always show you www.zymic.com
so how can I make my website changes like any other website
I am using www.zymic.com like a example,

I hope you can understand me
thanks!