URL not found in CakePHP

I'm using CakePHP's Bake to make it easier to develop, I've analyzed the Models and Controllers that it generated and they're ok. Follow the index method line in one of the controllers.

public function index() {
    $this->Category->recursive = 0;
    $this->set('categories', $this->Paginator->paginate());
}

When I open the browser it gives error 404 NOT FOUND.

I followed some tutorials and activated mod_rewrite but it did not work.

The version of CakePHP is 2.3.1, I also tested it in 2.9.8.