Pep command cannot fetch PEP 0.
The [PEP 0](https://www.python.org/dev/peps/) is an index of all the other PEPs;
instead of being in the github repo directly, it's generated automatically through a script present there.
~~If implemented, scraping the site for it seems to be the better option as generating it would require the whole up to date repo.~~
The header is a constant in the pep0 package and can be gotten from there in case of future changes 
 or as suggested in the comment below https://github.com/python/peps/blob/master/pep0/constants.py#L10-L20
diff --git a/bot/cogs/utils.py b/bot/cogs/utils.py
index 024141d6..f0b1172e 100644
--- a/bot/cogs/utils.py
+++ b/bot/cogs/utils.py
@@ -40,6 +40,8 @@ If the implementation is easy to explain, it may be a good idea.
 Namespaces are one honking great idea -- let's do more of those!
 """
 
+ICON_URL = "https://www.python.org/static/opengraph-icon-200x200.png"
+
 
 class Utils(Cog):
     """A selection of utilities which don't have a clear category."""
@@ -59,6 +61,10 @@ class Utils(Cog):
             await ctx.invoke(self.bot.get_command("help"), "pep")
             return
 
+        # Handle PEP 0 directly because it's not in .rst or .txt so it can't be accessed like other PEPs.
+        if pep_number == 0:
+            return await self.send_pep_zero(ctx)
+
         possible_extensions = ['.txt', '.rst']
         found_pep = False
         for extension in possible_extensions:
@@ -82,7 +88,7 @@ class Utils(Cog):
                     description=f"[Link]({self.base_pep_url}{pep_number:04})",
                 )
 
-                pep_embed.set_thumbnail(url="https://www.python.org/static/opengraph-icon-200x200.png")
+                pep_embed.set_thumbnail(url=ICON_URL)
 
                 # Add the interesting information
                 fields_to_check = ("Status", "Python-Version", "Created", "Type")
@@ -278,6 +284,19 @@ class Utils(Cog):
         for reaction in options:
             await message.add_reaction(reaction)
 
+    async def send_pep_zero(self, ctx: Context) -> None:
+        """Send information about PEP 0."""
+        pep_embed = Embed(
+            title=f"**PEP 0 - Index of Python Enhancement Proposals (PEPs)**",
+            description=f"[Link](https://www.python.org/dev/peps/)"
+        )
+        pep_embed.set_thumbnail(url=ICON_URL)
+        pep_embed.add_field(name="Status", value="Active")
+        pep_embed.add_field(name="Created", value="13-Jul-2000")
+        pep_embed.add_field(name="Type", value="Informational")
+
+        await ctx.send(embed=pep_embed)
+
 
 def setup(bot: Bot) -> None:
     """Load the Utils cog."""
['bot/cogs/utils.py']