I am not sure if anyone has noticed Dolphin 7 comes with a 404.html page. Which would seem that its purpose is to display this page should someone navigate to a page that doesn't exist. Whether it being a broken link, one that no longer exists, etc. The visitor would then see a page that tells them Page Not Found.
I have seen little or no information regarding the 404.html page included with Dolphin 7. I assume it is there if you want to use it, but by default it doesn't do anything.
If you do have Dolphin 7 it looks like this (http://www.yoursite.com/404.html):
Now if you want your visitors or members to see this page should they come to a broken link or non-existent page you will need to add the following code to your main .htaccess file (http://www.yoursite.com/.htaccess):ErrorDocument 404 /404.html
Adding it near the bottom of your .htaccess would work just fine.
And save the changes back to your hosting account.
It is also a good idea to download and backup your .htaccess file before making any changes. Htaccess files are very particular and one little character out of whack can error out your entire site.
You can then test it to make sure it is working by entering some random web address that you know does not exist for your site like: http://www.yoursite.com/12345.html or http://www.yoursite.com/aaaaaa
If you properly added the above code to your .htaccess file you should then see the 404.html Page Not Found.
You could also edit 404.html with your favorite text editor and make some changes to how the page looks and displays.
Like I said I don't know why 404.html is included with Dolphin 7 since it doesn't seem to do anything by itself. It is just kind of there for you to figure out or do something with I guess. So that is why I am pointing this out. It is an option and you can use it by simply adding the ErrorDocument code above.