Hi, Miguel,
I think that what you want to do, in this way, is not possible in WP (I may be wrong).
What you can do, which would give a similar result, is:
1) Create a common page there in "Pages > > add new", remove the header from it and everything else (those options at the bottom of the page editor), and insert all text into it, HTML there, and make reference to CSS in "Custom CSS" (that location depends on the theme). Now you go to "Settings >> Write / Read" (I do not remember which one, but it's the 3rd option) and will select this new page as Home (static page). Soon, when someone accesses link it will fall on that page there, you did not leave link, menu, nor anything. If you want to access the ADM panel simply add / wp-admin normally.
2) If (1) does not answer your question, I may have misunderstood and you want to fully customize page 404. Go to "Appearance > > Editor" and search in a side menu on the right side of the page (a list of files) on page 404. There in the middle space, text editor, will appear the content of page 404. It will have a php code with "get_html" or "get_text" ... something like that. Take that out and have it checked out in the HTML. It refers to CSS in custom CSS.
In both cases, the CSS can be done directly in the style file (style.css or layout.css, depending on the language) in "Appearance > > editor".
In a third way of doing this ...
3) You can still do so. Let's say that the client has the example.com domain, you write the WP there and such, and create a directory inside the www (public_html) in the domain root, called "construcao" or anything that reminds you of it. Then install WP in that directory there. Then the WP only accessed in "example.com/construction/". At the very root, outside the directory, you create an index.html and an index.css just for that maintenance page.
I hope I have helped
Embrace