domain name and url pattern

Hi

I’ve recently set up a domain name for a site I built recently. I’ve a question re url appearance - so for example, navigating to the exhibitions area of the website shows this url https://joberry.co.uk/index.php/exhibitions and drilling down to a specific exhibition something like https://joberry.co.uk/index.php/exhibitions/exhibition/skin. It’s all working fine, but I was expecting not to see the “index.php” in there.

Is that there because of how ExpressionEngine works?
And is there a way of having a url without the “index.php”?
(It looks to me like a specific page name followed by a folder and further folder on drilling down, which just seems odd somehow)

Thanks in anticipation, Mark