Per
There is no central place to handle error conditions for the whole J2EE Engine and the applications deployed on top of it.Each application handles separately the error conditions which arise if a request for a resource under its alias arrives.
Try this one:
\apps\sap.com\com.sap.engine.docs.examples\servlet_jsp\_default\root
It looks like it has default j2ee engine index.html file.
It is a common practice to have a reverse proxy in front of the Portal to handle this issue.
Regards,
Slava