How do you make a custom 404 page?

[Brahms234]

Back in 2018 Adam wrote, "You can make your own custom 404 page by adding a hidden page to your site and calling it "404". Anything you add to that page will be shown for 404 errors."

I created a page and called it 404.  Then I published the site, but the 404 page doesn't ever come up.

Help!

[Brahms234]

Oops!  Figured it out.  You need to set the permalink to 404.  That gets the job done.