Any good
FTP app will show it or you can telnet/
ssh in to the server and find it that way too via Terminal.app or the windows equivelant. You may want to try
FileZilla as its free and fairly decent, if you are on a Mac get
Transmit or
CyberDuck.
As for creating the .htaccess to enable said function.
I normally tunnel into my server and cd (Change Directory) to where I want the file then pico the .htaccess file. If the file does not exist you can write it out in pico. Then add this line:
ErrorDocument 404 /your_error_file_name.
html
for me I just hit Control + X to write out the file. then yes at the prompt.