"Index.php" in links and error 404 after installing the theme on a subdomain

Hi,

I’ve purchased the theme last year and installed it on my website, all the links were working fine. This year I decided to transform it to an e-commerce site and started to work on a “test” sub-domain, which was supposed to be migrated to the old one. In order to do so I installed WP and the theme, the WooCommerce was supposed to be next. All of my links (on the sub-domain) have now an “index.php” element in them. I tried to get rid of it, change the permalinks (which, what I realised, were automatically set to Custom), but now every page I try to load shows Error 404. I tried finding the .htaccess but it’s non-existant. I also tried to edit the web.config file, but it didn’t work. The problem remains even when I try to do it all over again, upload WordPress, change the permalink structure and upload the theme. Is this because of the license? Does it not cover sub-domains? What can I do?