there are no step by step tutorials for how to create the security assist pages manually, a good starting point is to run the wizard and look at how the wizard creates the pages.
for example, for auto login, the Wizard uses the Set Cookie behavior to store the username and password in cookies if the remember me checkbox is checked, and uses a second Authenticate User server behavior that is set to trigger if the Auto Login checkbox is checked and uses the Username and password cookie values for login.
the errors use security assist access rules and the security assist show region behavior, if you look at the way the wizard creates the pages, look at the show region behaviors that are used for displaying the error, and the rules that are created for them, you should get a good idea of how it can be done manually.