WordPress doesn’t generate an ‘archive of terms’ automatically. However, you’re current permalink structure is set up so that:
www.example.com/my_taxo/my-term
points to the ‘my-term’ archive page of the ‘my_taxo’ taxonomy (listing all posts with the ‘my-term’ tag).
So what you can do is create a page with slug ‘my_taxo’:
www.example.com/my_taxo
Assign this page a custom template which simply lists the taxonomy terms with links.
The simpliest way would be to use wp_list_categories()
<?php
$args = array(
'taxonomy' => 'my_taxo',
'orderby' => 'name',
'hierarchical' => 1
'title_li' => ''
);
?>
<ul>
<?php wp_list_categories( $args ); ?>
</ul>
Alternatively you can use get_terms to return an array of terms in that taxonomy, which you can loop through and display the terms.
Neither will handle pagination automatically – but get_terms allows you to specify both a limit and an offset – so you could handle pagination yourself if this is necessary.