Do you have URL Rewrite module? And there is a system.webServer
section in web.config where you should create the rules (more info about rules here Creating Rewrite Rules for the URL Rewrite Module), if it doesn't exist, just add it, so your web.config file will have this format:
<?xml version="1.0" encoding="utf-8" ?>
<configuration>
...
<system.webServer>
...
<rewrite>
<!-- your rules -->
</rewrite>
...
</system.webServer>
...
</configuration>
But it's better to use Kentico settings which wre mentioned by Brenden