/index.php following domain url on all pages

Hello,
I'm still working offline. On all the pages, I am seeing /index.php after the domain url (https://domain_url.com/index.php and https://domain_url.com/index.php/PAGE NAME). I did follow the tutorial video for canonical urls, which is activated. Once I go live, will the "index.php" go away? How does that work with internal links that are placed, including anchor links?

Thank you!

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