You have to create a folder called public with the file index.html.
Here is the structure of the HTML file you have to create:
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8" />
<link rel="shortcut icon" href="%PUBLIC_URL%/favicon.ico" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="theme-color" content="#000000" />
<link href="https://fonts.googleapis.com/css?family=Nunito:200,200i,300,300i,400,400i,600,600i,700,700i,800,800i,900,900i" rel="stylesheet">
<!--
manifest.json provides metadata used when your web app is installed on a
user's mobile device or desktop. See https://developers.google.com/web/fundamentals/web-app-manifest/
-->
<link rel="manifest" href="%PUBLIC_URL%/manifest.json" />
<!--
Notice the use of %PUBLIC_URL% in the tags above.
It will be replaced with the URL of the `public` folder during the build.
Only files inside the `public` folder can be referenced from the HTML.
Unlike "/favicon.ico" or "favicon.ico", "%PUBLIC_URL%/favicon.ico" will
work correctly both with client-side routing and a non-root public URL.
Learn how to configure a non-root public URL by running `npm run build`.
-->
<title> MEU SIT </title>
</head>
<body>
<noscript>You need to enable JavaScript to run this app.</noscript>
<div id="root"></div>
<!--
This HTML file is a template.
If you open it directly in the browser, you will see an empty page.
You can add webfonts, meta tags, or analytics to this file.
The build step will place the bundled scripts into the <body> tag.
To begin the development, run `npm start` or `yarn start`.
To create a production bundle, use `npm run build` or `yarn build`.
-->
</body>
</html>
You also have to create the manifest.json and favicon.ico files.
But to make your life easier and uncomplicated you should use the very NPX package that Reactjs offers you.
In the official Reactjs documentation you can find a guide that is very easy to understand and very easy to follow, and take a look at the documentation before you start using to understand how life cycles work.
Not much to say... file not found. C.R.A. creates a "Static" folder that should have an index.html inside. If not, there may have been some problem in the creation of the project... just my kick.
– wkrueger