Hi,

For this you can raise a warning message in your custom code if the searched record doesn't exist.

For example:

If you are searching for sale order with name 'order_ref',  you can add as below

from odoo.exceptions import UserError

class SaleOrder(models.Model):
    _inherit = 'sale.order'

    def search_sale_order(self):
        order_id = self.env['sale.order'].search([('name', '=', 'order_ref')])
        if not order_id:
            raise UserError(_("Order Not Found !"))

Thank you