To add custom error documents you would create a file named .htaccess (starting with the period) that contains the following lines:
ErrorDocument 404 /path/to/404webpage.html
ErrorDocument 301 /path/to/301script.pl
and so on for each error code, replacing "/path/to/404webpage.html", etc., with the appropriate file name and location. If you already have a .htaccess file in that directory just add these lines to that file. Place this file in your main /web directory.
If you are using FrontPage you risk having your site not display properly if you edit your .htaccess file since FrontPage uses that file extensively. You can add those lines to the bottom of the .htaccess file and it may or may not work; use at your own risk.
For more detailed information on adding custom error documents to your site, see the Apache website at http://httpd.apache.org/docs/2.0/mod/core.html#errordocument