WordPress doesn’t deeplink to any php file for the front end. Instead, everything is passed throug the url as a query, like so http://your-blog-url.com?p=123.
If you wanted to change that behaviour, you could edit your permalink structure in multiple ways. Just go to settings->permalinks (i have no idea what that is in czech, but its the last entry in settings) and edit away. you could set the permalink structure to /%postname%.php for example, it would output something like http://your-blog-url.com/some-post-name.php this wouldnt however actually link to a php file, its just a fake. but it would probably keep visitors from running into a 404 in the first place.
IMHO it’s better practice to make the url reflect your blogs structure, like so: /%category%/%postname%, output then being http://your-blog-url.com/some-category/some-post-name
as for tweaking the searchform, goto wp-content/themes/twentyten/404.php and edit to your likings.
hope this is helpful to you, cheers 🙂