Custom commands are part of the profile.conf. And are added/removed via a text editor.
MCEBuddy - Advanced Settings, Commands and Tweaking - Getting Started, Guides and FAQs / Guides and Solutions - MCEBuddy (mcebuddy2x.com)
You can look through this topic to see how people are using them.
Latest General Support / Questions/Custom Commands topics - MCEBuddy (mcebuddy2x.com)