You can attach an extension file (.xem) to your model when you create it by clicking the Select Extensions button on the New Model dialog. You can attach an extension file to an existing model from the List of Extensions.
You should never modify the original extensions shipped with PowerDesigner. To create a copy of the file to modify, open the List of Extensions, click the New tool, specify a name for the new file, and then select the .xem that you want to modify in the Copy from field.
By default, PowerDesigner creates a link in the model to the specified file. To copy the contents of the extension file and save it in your model file, click the Embed Resource in Model button in the toolbar. Embedding a file in this way enables you to make changes specific to your model without affecting any other models that reference the shared resource.