1. I usually create a separate directory in public_html for my error pages. Call it something like 'error' or 'error_pages'. Or just use public_html
2. Create a file 404.html (or any name you wish, like missing.htm . It can be a PHP page too) in that directory.
3. a. Open .htaccess in public_html
b. add the line
ErrorDocument 404 /error/404.html
NOTE the leading / . If you put the custom 404 page in public_html, the line would be
ErrorDocument 404 /404.html
Repeat for any other custom Error page.