You can set up rewrites through an .htaccess configuration file.
Here is an example:
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /
RewriteRule ^index\.php$ - [L]
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /index.php [L]
</IfModule>
Save this configuration as an .htaccess file and place it in the root directory of your website—it should work right away.