Hi!
If pretty permalinks work without Polylang, it should work with Polylang.
However, Polylang uses a persistent cache for the homepage urls. This improves the performance but breaks if you change the website url. To fix this, you just have to resave your Polylang settings or your permalinks. In both cases, the cache is reset.
NB: in some rare cases, people were obliged to kee '/language/' in the permalinks (I did not identified the reasons for this yet).