Permalink changes are only available for self-hosted blogs provided through WordPress.org.

WordPress is a publishing platform that makes it easy for anyone to publish online, and proudly powers millions of websites. It comes in two flavors: the fully hosted WordPress.com, and the self-hosted version, whose software is available for free at WordPress.org.

Major difference between WordPress.com and WordPress.org

For more information on WordPress.com and WordPress.org, please visit: https://en.support.wordpress.com/com-vs-org/