I've received this msg in my google webmaster tools inbox. But giving links working very well, how to resolve this matter?
If those links are working, you can discard that message. The time Google clawed the page wasn't available, it happens sometimes.
Yes, you are right! If those pages doesn't exists then under Webmaster tools, go to health and remove those errors pages.
If those pages are working currently you need not worry anymore and discard that alert by Google. The time when Google crawled your site, your server might have been down or load time might be slow OR for some reasons the page might have not been available, hence these alerts occur.