The Change Password page does need to exist, as that is what the Change Password menu item now points to. As well, the default membership approved email template uses that url. With a new installation, the change password url will already exist. If
you're upgrading and you had not created a change password page, you can change the url to:
which is included with the FBA Pack.
The other two urls are optional, and are for customizing your email templates. They are not used in the default email templates. The xml syntax for including them in a template is listed in the description beside the fields.