I have just installed WordPress version 4.1 on a Windows Server 2012 R2 Standard. Nothing fancy, just learning the ropes. I have created a page called "Contact Us" and then went to Settings->Permalinks and selected a Post Name radio button. When I then go to look at the page I get "HTTP Error 404.0 - Not Found".
I have tried troubleshooting it, but anything I have found on the web points to a file called .htaccess which is supposed to reside in the root directory of my WordPress website folder. However, I cannot find such a file.
At this point I'm at a loss to resolve this problem.
See the WordPress Codex for how to do it:
http://codex.wordpress.org/Using_Permalinks#Permalinks_without_mod_rewrite