I´ve searched through the forum, read many threads, but still I´m not getting what am I supposed to do. Whenever one tries to check the tag, author, category pages and so, it answers with a 404. In the theme´s options panel it says that there are no archives page. Essentially, I´m at a loss about what to do...

thanx in advance

How are you trying to "check" tag etc. pages? If you click a link from within your site it should work. If you're asking where the tag.php, page.php etc. templates are, there are none, but you can easily create those by copying index.php and saving it as i.e. page.php. Whatever edits you make in page.php would only be visible on single, static pages of your site.

And an overall "archives" page can be created at "Create ARCHIVES PAGE"