Take a look in the "tying" folder. You'll find two files for every component. One is a bitmap image and the other is a Fly Tying Component (ftc) file. There's one called "master.ftc" that explains how to set up fly tying components. You can edit ftc files with Notepad. The parameter in the file tell the game how to position the material on the hook, whether to stretch or crop it when you change the size, where it belongs in the menu of components, etc. You can look at any of the ftc and bmp files to see how they've been set up.
It's pretty easy to add any component you like if you're comfortable with image editing. You just need white for the background and (if applicable) black for area that should be removed by adding the new component. That would include the area above a nymph shellcase, or above and below each wrap of a rib.
Some things you might want to try:
Make a copy of one componet (both the bmp and ftc file), rename the copy (including the name in the ftc file) and then alter the image. You could create feather wings in many colors so you don't need to adjust colors in the game and you can have more than one color version of that material in a single fly.
Photograph your own components. For best results shoot them in front of a background similar in color to the fly box lid in the game. That's the background color in the "preview.bmp" file the game creates for every fly you tie and save.
Share your creations! You can send your new components to others and they just have to drop them into the tying folder. Just as we can share flies and build a huge collection, we can all expand the assortment of materials.
Sorry about any typos... posting from my cell phone and my thumbs are giving out.

Tight threads!
Paul