htaccess

I am getting a message in WP

You should update your .htaccess now.

Then says

If your .htaccess file were writable, we could do this automatically, but it isn’t so these are the mod_rewrite rules you should have in your .htaccess file. Click in the field and press CTRL + a to select all.

and the code bellow says

<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /
RewriteRule ^index\.php$ – [L]
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /index.php [L]
</IfModule>

However I don’t find this file in the server, should I create one? or where this file resides to modify or if now how I create one and where I put it, just in the root?