How do I customize or modify the 404 page?

Hi there,

you can create a Block Element - Content Template:

https://docs.generatepress.com/article/block-element-content-template/

Set the Display Rules to 404 Template.
And build whatever you want in the editor, and it will replace the default 404.

Thank you
I just want to ask how do I create a search box?

You can add the core Search block to the page.

How do I add it?

The search block is a WordPress core block so this should help:
https://wordpress.org/documentation/article/search-block/

The second gif/screenshot shows you exactly how to add it.

A tutorial like this might help if you are new to WordPress and Gutenberg:
https://www.wpbeginner.com/beginners-guide/how-to-use-the-new-wordpress-block-editor/

Thanks

No problem :)