Every link I click goes back to index.php

I have only recently switched from making my website in pure HTML to WordPress, only because my friends have been telling me it would be much easier.

So I have successfully transfered all my data to wordpress, but now it seems that any page I make is being made but only the content from my header,footer, and index is appearing. I can make a new page and it shows up on my wp-admin, but it wont show up when I click it on my navbar????? The only thing that shows up is the same data from index.php

Any help would be greatly appreciated.