1. Go to the website you want to create your own 404 page.
2. Click on  Pages from the left sidebar.
3. Click the Add Pages button located in the top right corner.

4. Select Start from scratch template.
5. Click on the big + button to add blocks. 

6. Select the System Message Page block in the Built-in tab under the System category and modify the texts as desired. 

7. Click on the Publish button in the top right corner of the editor.

8. In the Publish Page sidebar, enter "404" into the Page URL and click on Publish Updates.