There's a very important note in the first few paragraphs of the Visa Direct documentation, that discuss the requirements to use Visa Direct and it's shaded in yellow.
After you've read the documentation and if you meet the requirements shaded in yellow, then please fill out the Visa Direct Program Implementation Questionnaire, and submit to the email address listed on that form.
Besides that, to troubleshoot the issue you are seeing please try the following:
Log into your Visa Developer Center account
From the top menu click on Dashboard
Click on your project
From the left side menu, click on Credentials
Go to Credentials > User ID and Password. Make sure you are using the correct User ID and Password (refer to screenshot below)
The 404 error code means that the URL is invalid or the Resource could not be found. Can you please take a look at our get started guide and its related video to help resolve this issue? It provides a step-by-step guide on how to enroll and start building, which all the steps need to be taken in a specific order. Please confirm that you have followed the steps in its specified order.
Since you have already created the project, I recommend you to use the test data from your project. Please login to your dashboard, click on the project you have created. Click on the test data on the left of the dashboard (please refer to screenshot below).