Question about Archive

Hi, I want to create an “archive page” where it will list all the names of the posts I’ve made so all you have to do is click on it and it will go to that post. My theme didn’t come with an archives.php so I copy and pasted the default one. I have been reading the instructions on how to make one by wordpress, but I am having trouble. It tells me there should be a “Page Templates Drop down box” but I am unable to find this anywhere. Any ideas on how I can get an archives going?