In order to find those pages which link to broken pages, go to the report "Indexability" -> "Status Codes" and set the filter to "4xx (Client Error). Then click on the magnifying glass next to the URL of the 404 pages inside the table .
Next, the "Inspector" will pop up showing the incoming references, including the internal links
Click on the displayed number to view all incoming links or other references.
Keep in mind to avoid broken pages. The best way to do so would be to remove the links to the broken pages.
Blog article: How to deal with error pages