Creating an Error 404 Page and example of 404 WP template
If your WordPress Theme does not include a template file named 404.php, you can create your own.
Here is an example of 404.php template page.
Download here an example, 404 page
2- Copy or upload this file to your server(Active theme)
a) Copy the file 404.php to /wp-content/themes/youractivetheme/404.php
Then, as described in the previous section, edit the error message to present your desired error message.
Need more information;