A 404 error means that the file name on the server doesn't match the URL requested by your browser. If you just entered your domain name into your browser, and you had saved your file with a .mht file name extension, the server is unlikely to recognize it as being the default page for your domain. Servers are generally configured to look for index.htm, index.html, index.php, default.htm, or default.html (and sometimes a few others).
Beyond that, I would advise against using .mht/.mhtml files. Browser support for this format is poor.
And MS-Word is not a good choice for creating web pages. It's capabilities have improved over the years, but it tends to produce code that only looks correct in Internet Explorer. If you search for "HTML editor" I'm sure you'll find several free or low-cost choices. For the long term, of course, it would be best if you learned how to create HTML files by hand. The basics are pretty simple and the only tool you'll need is a plain text editor. Writing your own code will give you ultimate control over your web pages. Good luck!
