I've seen two kinds of models in proteus, lisa and spice so I think you will be able to add the your component assuming that you have the spice model.
I have tried to add a model once but I wasn't successful.
Start by looking in an existing component like 1N4007, it has a spice model linked to the installation folder /LIBRARY/DIODESINC.LIB
The problem is that apart from the spice model text there are some headers which probably lit the models of the file and I have no idea how to change that, simply adding the model in the file din;t work for me.
What you will be able to do for sure is take an existing component and just replace the spice model to simulate your new component , for example you can make a 1N4007 work like a 1N5400.
Alex