How can I create a custom 404 error page in WordPress?

<!-- BEGIN COPY / PASTE -->
    <?php
    // Create a custom 404 error page in your theme
    get_header(); ?>
    <div id="primary" class="content-area">
      <main id="main" class="site-main">
        <section class="error-404 not-found">
          <header class="page-header">
            <h1 class="page-title"><?php esc_html_e( 'Oops! That page can’t be found.', 'your-theme-textdomain' ); ?></h1>
          </header>
          <div class="page-content">
            <p><?php esc_html_e( 'It looks like nothing was found at this location. Maybe try a search?', 'your-theme-textdomain' ); ?></p>
            <?php get_search_form(); ?>
          </div>
        </section>
      </main>
    </div>
    <?php get_footer(); ?>
    <!-- END COPY / PASTE -->