[Vuejs]-How does one configure azure web apps to display custom error pages?

Custom error page can be another .html page. However, since you have the Vue component taking care of that, you need not configure this on the Azure/web.config unless you have the route based URL for the error page in your Vue component.

If you have the route based error page in your Vue app, put the error page URL within the web.config’s error section (if that is directly accessible). However, this may not work if the error page is not directly accessible and in case of unhandled exception.

My suggestion is to create a separate error.html file and also redirect your errors from your Vue components to that.