'errmsg.h' and 'mysqld_error.h' files only have the definitions of the error codes. In the MySQL documentation you can find the definition along with the message it displays, which could be more useful since the error constant name isn't always explicit enough.
Client Error Codes and Messages
http://dev.mysql.com/doc/refman/5.6/en/error-messages-client.html
Server Error Codes and Messages
http://dev.mysql.com/doc/refman/5.6/en/error-messages-server.html