A 404 error page is displayed automatically when a visitor attempts to access a page that does not exist. Typically, this happens when a visitor enters an incorrect URL or follows an non-existent link (for example, you deleted an old link but it'd been stored in the search index).
To create a 404 error page, add a new page to your site, edit it, then publish it. Go to Site Settings → Additional → 404 Error Page. Select the page from the list, save it and publish all pages.
More about the 404 error page and how to set it up: https://help.tilda.ws/search-engine#404