Altium Designer, Solder mask layer
As mentioned, Altium has a soldermask layer by default. In order to have your manufacturer include it, however, you must include xxx.GBS (bottom soldermask) and xxx.GTS (top soldermask) gerber files when you send it to them. Otherwise how will they know where the soldermask goes? In the outjob, when you set which gerbers to export, you need to make sure these layers are selected. Also, on your manufacturer's order form, make sure you specify (if required) that they have soldermask.

Who manufactured your boards?