Permalinks are the way the URL is shown that points to your web pages. To set them up go to the WordPress settings – Permalinks. To start off with your URL is shown with a number, this is the number that is associated with the post or page you are looking at on your site. Because this is not very SEO friendly, you will want to pick a custom structure or go with one of the pre-formatted ones that already there. Your permalink should at a minimum have the title of your post, which will make it easy for search engines to find your posts.
Do not stuff your URL with keywords, but use a couple to get the main point of your post across in the title. Make sure that your final permalink, it is readable to a nontechy person. This will help you to increase the SEO on your site and draw people to your post when they see in in a search result.