To do that, go to SEOPress main menu.
Check the green radio button associated with Redirections.
Refresh your page, a new custom post type called 404 / 301 is now available on your left menu.
Click Add redirection under 404 / 301 custom post type.
Add your url in title field (eg: “permalien-test-404”) without your domain name neither slash before or after.
In SEOPress metaboxe, check Enable redirection, choose a redirection type and set a new url (must be in absolute, eg: “http://yourredirection.com/test”).
If you want to monitor all your 404 errors, go to SEOPress, Pro, Redirections and check Enable 404 monitoring.