Hi there! Thanks for reaching out!
You can see 404 errors for your own domain in the Crawl Diagnostics section, and you can see broken links which are linking to your site by running a 'Top Pages' report that specifies 4XX HTTP status through Open Site Explorer. However, it sounds like you're looking for the broken links on your site which are linking to 404 errors.
Unfortunately, I don't think there is a quick way to get all of that info in one report. You could run the Open Site Explorer report from above for domains that you know you are linking to, but other than that I don't think there is another tool we have for that. I apologize, but I hope this helps! Have a great day!

