How to create a 404 page correctly?

Question

Search Engine Optimization

Hello.
How to create a 404 page correctly from the point of view of search engines?
Should it be a single URL or not?
For example, when entering a non-existent address on mydomain.com/ page /asd, it redirects to mydomain.com/ page /404, and when mydomain.com/ catalog /asd redirects to mydomain/ catalog /404, respectively.
Is it correct? Or is it better to always have mydomain.com/404?

Answer 1

The redirect should not happen, and on the wrong URL you return the content of the 404 page.

Answer 2

Good afternoon,
No, there shouldn't be any redirects. which page is not available, such an address should be.
That is, when visiting a non-existent page mydomain.com/page/asd, the server should return a 404 response, just like when visiting a non-existent page mydomain.com/catalog/asd