How to create Custom 404 error page?

Here is an article on creating a custom 404 error page.

https://codex.www.ads-software.com/Creating_an_Error_404_Page

There is also a plugin, compatible up to version 4.0, to do this:

https://www.ads-software.com/plugins/custom-error-pages/

If you need to create custom 401 or 403 pages, you might look at this article.

https://jesin.tk/wordpress-custom-403-401-error-page/

thanks for the article but my theme has 404.php still seositecheckup.com and iwebchk.com are showing that there is no custom 404 error page. could you please tel me why its happening ?

my domain is tollymp3z.com

tollyfoxer,
The problem you are having comes from caching. The first time visitor lands on the non existing page, the server correctly returns 404 http response. The second visit server returns 200 http code.

Hope this helps.