Prerequisites
In order to use this welcome page example, you should prepare the website that should be displayed to your end users. It needs to be accessible for your end users since their browsers will directly access this site.
If you like, you can host your prepared welcome page on the Secure Web Gateway (On-Prem) itself. To do so, you can put the HTML source and related files, such as images, to /opt/mwg/files on your Secure Web Gateway (On-Prem).
For more information, refer link.