I would like to create an own error page, where to add this page?
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Error pages can be styled in the errors folder of your magento install. They require a separate layout file called design.xml. You specify the following and inside the errors directory you have to make a yourdesign folder.
<?xml version="1.0"?> <config> <skin>yourdesign</skin> </config>
That folder contains your 404.phtml, 503.phtml, css (folder), images (folder), page.phtml (head/body) and report.phtml. There is also a local.xml file in the errors folder which you need to configure.