How to customize the webform field validation message?
One solution here is the String Overrides module.


  Provides a quick and easy way to replace any text on the site.
  
  Features
  
  
  Easily replace anything that's passed through t() 
  Locale support,
  allowing you to override strings in any language 
  Ability to
  import/export *.po files, for easy migration from the Locale module
  Note that this is not a replacement to Locale as having thousands of
  overrides can cause more pain then benefit. Use this only if you need
  a few easy text changes.
  


For your case, you can override the Phone module's default error message. By placing this string in this string:


  "%value" is not a valid North American phone numberNorth American
  Phone numbers should only contain numbers and + and - and ( and ) and
  spaces and be like 999-999-9999. Please enter a valid ten-digit phone
  number with optional extension.


And substituting whatever you need it to display.