You can add your custom exercises in the exercise library. Click on workout programmes on the sidebar, then click on "add exercise" at the top right. You can upload the exercise video directly from your device or copy and paste YouTube or Vimeo links.
Alternatively, while editing or creating a programme, when you click to add an exercise, if you can't find the desired exercise in the exercise library, you can click on "Click here to add new exercise" just below the search field.