Essentially, to get the archives(.php) page included in the theme you’re using to display, you have to create a page with the Archives template applied to it. If that’s sufficient for you to do it, feel free to stop reading. If you’re still a little confused, read on.

Since I also don’t have an archives page (as of this writing), you can follow along as I create one.

First, from the dashboard, click on “Write.”

Then, click “Write Page.”

Title the page, I chose the bland but useful “Archives.” In almost all cases this will only by used to determine the the text that links to the page. It’s rare (but not impossible) for the archives page to reflect the title you gave it.

Locate and enlarge the “Page Template” box in the right sidebar.

Change the page template, to “Archives” it should be there for most themes. If it’s not you’ll either need to put a new archives.php into the theme’s folder, or use a new theme. But we’ll move on like you’ve found it.

Press “Publish,” and bask in the glow of work well done. See my result here.