404 page not showing and /index.php in url all the time

I want to show my 404 error page when ever someone gets on a non working / non created page. After a long time of searching on the web I couldnt find any solution so I post one myself. I dont have any .htaccess file either i created it filled it in but in my FTP it kept saying nothing was safed in there and it didnt show any bytes so thats something im also worried of.

So how can i get my .htaccess file to work and show my 404 Error page template? I followed all the steps to make a 404.php file but i dont mind it to be redirected to the same template I made for it but then as a page any of those solutions is fine.

Also I always got the problem of having /index.php in my url and i have no clue how to get rid of it.

my .htaccess:

# BEGIN WordPress
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase / 

RewriteRule ^index\.php$ - [L]
</IfModule>
# END WordPress

#404 redirect
ErrorDocument 404 /httpdocs/wp-content/themes/avian/404.php