ReactJS Not Found The requested URL /AboutMe was not found on this server

I created a react app (also use react-router) without server and I build it. After I upload it to the hosting it works fine until I tried to write the url to the address bar, it display "Not Found The requested URL /AboutMe was not found on this server."

Do I need also to create a server to catch the url (/AboutMe) everytime I try to write it to the address bar?

<Router history={history}>  
                <React.Fragment>
                    <Switch>
                        <Route exact path = "/" render = {() => (<Home value = {info} />)} />
                        <Route exact path = "/AboutMe" render = {() => (<AboutMe value = {info} />)}/>
                        <Route component = {NotFound} />
                    </Switch>
                </React.Fragment>