Hi Cheryl,
Thank you for reaching out and thanks for using Crio Pro WordPress theme!
404 page creation is not a functionality that is natively built into Crio but a feature request has been entered to have it implemented in a upcoming update. For now, I think the best option would be to use a plugin like Redirection plugin for WordPress, which allows you to easily set up redirects for your 404 pages. It also comes with a built-in option to track 404 errors that occurred on your website since you installed the plugin.
You should still be able to use the Post and Page builder to created your 404 page and then redirect all 404 traffic to that page using a plugin like “Redirection”.
I hope this helps. Please reach back out if you have any other questions for us.