There should already be a .htaccess file in your Wordpress directory. However, since it is a 'hidden' file, you will not be able to see it in your FTP client, unless you configure the client to view such hidden files. If you are unsure how to configure your FTP client to view such files, you could always use the web based FTP client provided by DreamHost. This client is configured by default to show hidden files.
One more thing; If you are using Windows you will find that it is difficult to work with .htaccess files, because Windows 'sees' the file as having an extension, but no name. You may need to rename the file to something like 'htaccess.txt' while in Windows and rename it back to '.htaccess' after uploading it to your server.
Your English is fine, much better than my Italian.
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