Let's get to some basics first, then it will be clear.
In modern SPA's, say with React, it's common for the SPA to handle navigation itself. You need to use browser's history API. It's because your SPA is just a single index.html with bunch of js code, so it sort of virtual, every page is constructed by your app. In order to not reinvent a wheel, its easier to use some library for that, say react-router-dom.
But then everything works as expected, and you have deployed your app. When user wants to get some deep page, say, https://my-awesome-app.com/deep/page/1, browser will just send a request to a server, asking: "Please, server, give me a page 1.html, in folder page, in folder deep". But server doesn't have that file, because it has literally one index.html, because its a SPA application. Then we need to tell the server to re-write all deep routes to index html, here is an example for my app hosted on Netlify:
[[redirects]]
from = "/*"
to = "/index.html"
status = 200
When user will ask for that page, server will 'redirect' that request to the index.html and my react-router-dom will figure out which 'PageComponent' to render based on that path.
So, you can implement routing in your app yourself, probably using browser's History API, but I guess it might be easier to use library. But it's your call.
On the other hand if your app is not an SPA, the story might be different, because say in NextJS routing is implemented in framework itself, and if used deep linking would require different setup depending on how app is deployed.
