For each error page you want to customize, create the following html files:

File Not Found (404) = not_found.html
Bad Request (400) = bad_request.html
Forbidden (403) = forbidden.html
Internal Server Error (500) = internal_server_error.html

Once you created your custom error pages, upload them to the /error_docs directory for your site which is one level up from your public /httpdocs directory. That all there is to it, your customer error docs will start working immediately.