To set custom error pages for different http error codes, you need first login to my.ucdn.com. Next click on "My zones" from the menu on the left side.
You will see a list of your configured zones. To edit the advanced settings for a zone, click on the "gear" on the right.
To customize the error page, click "Error pages handling":
To enable a custom page for specific error code, tick the box in front of the HTTP code and enter the full url in the text field below.
When you are ready, click "Save Changes"
You can find more information on the error codes, and their meaning on http://en.wikipedia.org/wiki/List_of_HTTP_status_codes