How to set up hosted page ?

You can update the Hosted Login Page for each client with the management API. To do so, you can use the PATCH /api/v2/clients/{id} endpoint to update the custom_login_page_on and custom_login_page attributes of the client.

The cURL command for the request would look something like:

curl -H "Authorization: Bearer {MANAGEMENT_API_TOKEN}" -X PATCH  
  -H "Content-Type: application/json" 
  -d '{"custom_login_page_on" : true, "custom_login_page" : "<html><body>Your custom Hosted Login Page</body></html>"}'
  https://{{YOUR_AUTH0_DOMAIN}/api/v2/clients/{YOUR_CLIENT_ID}