There is a system response page that will show for web sites blocked by URL filtering rules. However, on FDM, there is no option to customize this response page.
You will be able to see the block response page only if you have blocked a particular http website
So, If you have blocked any particular website using FDM you will be able to see the block response page in the browser.
Here is some more info regarding the same-
When you block web sites with URL filtering rules, what the user sees differs based on whether the site is encrypted.
HTTP connections: The user sees a system default block response page instead of the normal browser page for timed out or reset connections. This page should make it clear that you blocked the connection on purpose.
HTTPS (encrypted) connections: The user does not see the system default block response page. Instead, the user sees the browsers default page for a secure connection failure. The error message does not indicate the site was blocked due to policy. Instead, errors might indicate that there are no common encryption algorithms. It will not be obvious from this message that you blocked the connection on purpose.
Please refer to the documentation on this feature:
https://www.cisco.com/c/en/us/td/docs/security/firepower/70/fdm/fptd-fdm-config-guide-700/fptd-fdm-access.html#id_40051
Unfortunately, this option is limitation for local manger FDM. It can only be modified on devices managed by FMC.
Hope this answers your query