Not sure exactly what your asking but I'll give a general idea. Use the same design as you do for the rest of your site and then name the file 404.html or 404.php and upload it in the main directory. It's just like any other part of your website. If someone trys to go to a part of your site that doesn't exist like example.com/something.html it will forward them automatically to your 404 page. On the page you can put whatever you like but the idea is to inform the person that something went wrong Then give them choices. Either a search option so they can find what they were looking for in the first place, a contact form so they can tell you what happened so you can fix it. or a list of categories they may be interested in. an example of one on the site I'm currently working on http://epic-health.com/blaiiiike Some hosts require a little manipulation but most of them allow you to just upload and your done.
Yep and keep it simple, like no technical jargons if necessary. lol. agree with what wallarookiller posted above.
If you have hosting with cPanel on it you can edit your 404 (and other) error pages in the cpanel interface.