If you request a page like www.ycombinator.com/monkeybusiness There is no page called MonkeyBusiness so the webserver will throw a 404 error and either display a default page generated by the web server software or optionally a custom page. In reality the 404 page will have a different url that you never see.

If you happened to know that the page was www.ycombinator.com/error404.html Then you could load that page directly and it would return 200 OK