Hi
You will see the important 404 records under the Errors | Broken links section. These are the broken links found on your site, and 4SEO tells you also on which page they were found.
4SEO can also records external errors, those caused by people and robots requesting non-existing pages to your site, but this is off by default as there are so many of these requests made by robots that usually it's not usable. If you want to have that data collected, you can enable this feature under Pages | Settings | Site analysis | Collect external 404s.
I do not recommend to leave this on for long period of times, as there's too much spam collected but it can be useful under some circumstances, for instance after a site re-organization.
Find all details about errors detection in 4SEO on this page of 4SEO documentation.
Best regards
Yannick Gaultier
weeblr.com / @weeblr