Copy doc-base/RFC/skeletons/exceptionname.xml to en/reference/<extension>/<exceptionname>.xml (replacing <extension> and <exceptionname> with the actual exception name and extenion directory.
All file and directory names SHOULD be lowercased.
Open the file now in your favorite text editor and read through it. It contains some comments to guide you through what needs to be changed and were to write the documentations.
A good file to keep open and learn from is en/language/predefined/errorexception.xml. If the exception you are documenting doesn't define any extra properties then you can obviously ignore that part of the file.
If the exception introduces new methods, not documented by the inherited exceptions, then you'll need to document those too:
Create a folder (in en/reference/<extension>/) with the same name as your <exceptionname> previously. Copy doc-base/RFC/skeletons/method.xml into that folder and rename it to the methodname you will be documenting (all lowercased). The file, like exceptionname.xml, contains lots of comments to guide you through the process.
A good file to keep open and learn from is en/language/predefined/errorexception/getseverity.xml.
After having filled out the template/skeletons and written some paragraphs its time to add the exceptions to the extension book:
Open en/reference/<extension>/book.xml and add &reference.<extension>.<exceptionname> to the end of the list (before <book>).