I'm doing the same thing with my Radiant way mod, where palm tree sprites replace the candy cane. In SlumpEd, select the drop box above the list of contents, andselect "Sprites." Then, select "New-->New Lump" and name it what the Candy Cane sprite is. Then, enter the sprite (which must be either a BMP or PNG), right click it, and select "Convert to Doom Gfx." That should be it.