This is a Joomla! article displayed as custom 404 page.

How to modify this page?
Step 1: Go to Content → Article Manager.
Step 2: Find and edit the "Error 404" article.

How is the search module displayed?
It is displayed using the "Content - Load Modules" plugin. It allows to display a module in a Joomla article.
The module is published on the following position: error404-search

How to display a different article as custom 404 page?
If you want to display other article, you need to change the article ID in the following location: /templates/jm-template/error.php