Within the Settings module, there is an option labelled Custom 404 Filename. This page is used when someone visits a page that does not, or no longer exists on your website. The 404 page can provide helpful information to your visitor to help them on their way.
To set your 404 page up, first add a content page that you'd like to use for it. We recommend naming it 404 or 404.php so it's obvious to you what it is. Once you have your new 404 page added and saved, add the value in Page URL to the input box next to the Custom 404 Filename label.