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Well the link you should go to definitely does not contain .php extension at the end of its url, otherwise you are doing it wrong. I have not checked what the installation tutorial, so theres a chance that the tutorial has not been up to date. Anyway you should not end up with a url that ends with .php.

The page not found error has nothing to do with the url, most likely your webhost does not enable mod_rewrite or that your installation configuration is incorrect. You can ask your webhost whether mod_rewrite is enabled, and if the answer is yes you will have to modify your config.php's domain and scriptpath settings to correct the mistakes you possibly made during installation.