There are many types of custom things you can make, but each type of thing requires knowledge of SOCs. Now, there is an editor for SOCs that come with SRB2 called "SOCEdit.exe". It requires you to extract the source code for it to work. I suggest that you extract the source code outside the SRB2 folder (for example "c:/something/games/SRB2 source") since the game will not take a longer time searching for wads that you might need for a netgame or something.
This might help you in creating a custom enemy thing. If you have trouble with it, look in a WAD that has custom enemies in them, like Mystic Realm.
http://wiki.srb2.org/wiki/Enemy_Creation_Guide