There are a lot of reasons this could be happening. One relatively common one is uploading to the wrong location.
A lot of hosting companies give you access to one level above your site's actual remote root folder. If you are uploading your site to anything above the local root folder, you won't be able to access it online no matter what you do in a browser.
Another thing to look for is errors in your links or page/file names. Servers are also case sensitive, so a link pointing to MyFile.jpg won't show a file called myfile.jpg. On your local OS it will work fine, on the server they're two different files.
There are more reasons, but it's all guesswork without seeing the site in question. Could you post a link?