Why my blog not have Page not found ?

Hi,
Please switch to a standard wordpress theme such as twentysisxteen and you will see this is not theme related. It is php related. Please edit your htaccess or contact your host and see if there is any rule on the server that will not allow wordpress 404 errors.
Here is an example of how you can edit the 404 from htaccess:
http://stackoverflow.com/questions/35978041/using-standard-error-404-instead-of-wordpress-404-htaccess
Thanks

Unfortunately this is not a theme related issue. We can help with theme related issues but this is a server related issue or a WP related issue. You will have to search online for solutions to this problem. I would start from the host. Contact them and ask about any php rules that may be set that prevent WP from displayng the wordpress 404 instead of the stadndard 404 from php
Thank you!