Links not working

I hacve Dolphin installed ok, it allows changes in the admin panel, but I can't get the linking from clinking on

a member pic or name link to go to the page. It says page does not exist.

Any ideas?

Sounds like possibly a problem with your rewrites in the ,htaccess file  .....

Oh, any idea where i can find that fie? I search the disc space on the site, no sign of it?

There are several through out the structure with the main one being in the root of your installation.

Make sure you are able to view hidden files.

Sounds as though its one of two things  .....
Your host blocks the upload of .htaccess files
Your ftp client is not set to view hidden files.b (beginning with a period)