Page Names/ File Names?

When I preview my site, instead of seeing the full descriptive names in my browser, I see names such as page1.html, page32.html etc.

Is there a global setting so that the full name will show, such as www.examplewebsite.com/privacy-policy.html instead of www.examplewebsite.com.page31.html

Thanks for any help.

Alex

EDIT - don't click on the links - they are not real.