In Express, when a request comes in, the server checks each route in order. If a route matches the request URL, it handles the request and sends a response. If no route matches, Express runs the 404 Not Found handler middleware. This middleware sets the response status to 404 and sends a message like 'Page not found'. This process ensures users get a clear message when they visit a URL that does not exist on the server. The 404 handler must be placed after all other routes to work correctly. If placed earlier, it would block other routes from running. The execution table shows requests to known routes get a 200 status and content, while unknown routes get a 404 status and the not found message.