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This is a known problem with Internet Explorer 11, which Microsoft has been aware of since October 18 when they released their latest "untested" browser. The pages can't recognize the browser, so they don't recognize any of the plugins, like Flash Player. So far, Microsoft has made NO indication that they have any plan to fix it soon.
Microsoft's recommendation is to use Compatibility View for affected pages, and "pretend" you're using an different browser. Trouble with that is it has seen limited success at best, and you have to individually enable it for EVERY page that has problems.
I'm not big on "pretending" so I recommend actually using another browser.
ANY of those will work where IE11 won't, with the Flash Player Plug-in (For all other browsers), and Chrome doesn't even need that because it has its own Flash Player plugin built in.
Flash Player is actually built into Internet Explorer on Windows 8 and 8.1. There is nothing for you to download or install from Adobe.
From the description of the problem, it sounds like you're going to a website and getting a message that Flash Player cannot be found.
In the meantime, Mike's suggestions are good. Use Compatibility Mode or an alternate browser. You may also want to contact the website (particularly if they're a small shop) to let them know about the problem. You're on the early end of the adoption curve, and they might need a head's up.