clearFusionCMS has default pages which it displays for 403, 404 and other errors, however these are generic error pages and in most cases you will want to create your own custom look and feel for these pages.
In all cases you create a document but it doesn't need to be published thus hiding it from menus and so forth.
Once you have created your documents it's a simple case of returning to the dashboard and selecting Set 403 Page, Set 404 Page and/or Set Error Page depending on the error page you wish to replace. Once you select one of the three options you'll be presented with a document tree, it is then simply a matter of clicking the document which will be the error page.
If your site offers a members area or an area where shoppers can check their order status and so on then the 403 Forbidden page can be used to present a login form to the user as whenever a user attempts to access a protected page without being logged in the 403 error page will be shown to them.