I read guidelines in Google AMP and have 2 questions.
Does that mean I need to create duplicated Google AMP page for my entire website? Including landing page, Privacy page and not just content pages?
Do I need to create 404 page for Google AMP page as well?
No, you only need to create AMP pages for articles and other content that would benefit from it.
You don't need a separate 404 page for AMP purposes. Your regular 404 page should be fine. Google's AMP Cache CDN will see your 404 and respond appropriately, I'm sure.