Generally, you need create a file named 404.shtml and upload it to your server. If you use Cpanel, you need put that file under public_html directory.
First design your 404 error page and then upload it to your site. Then add this to your .htaccess file without the quotes "ErrorDocument 404 /your_file_name.html"
errors, 404 errors occur when a link attempts to resolve to a webpage that does not exist. When links are "broken" in this manner, search engine rankings can become affected and visitors grow reticent to return. Luckily, the broken links that cause 404 errors are easy to find and fix using Google's online webmaster resources, allowing you to ensure that all pages display correctly and without error.