How do I create and use a custom 404 page in my pinegrow project and local pinegrow 'server'?

From YouTube I believe I need to create a .htaccess file to tell the ‘server’ to use my custom 404 html page, but when I tried to use pinegrow 9 to add that file, it didn’t create anything.

Aside from 404, what are the other core error pages I need to create and how do I add those to Pinegrow project so they show up in the local pg ‘server’ too?

I’ve used VSC to create a .htaccess file with the contents:

ErrorDocument 404 /404.html

and I’ve saved that ‘.htaccess’ file into the root of my project’s folder.

But still, when my website goes to a wrong page on the local pg server, I get the standard pg 404 error page.

What am I doing wrong? I’ve check the Settings page in PG and there’s nothing there I can see about this.