If you want to extend the HL7 messages contained in the Specifications provided out-of-the-box, for instance to add new Zxx segments, you can do so in the Structure editor.
For example, to add the ZPI element, do the following.
In the Structure editor, add a new Element to the message you want to edit.
Name this new element ZPI. It is important that the name matches.
Set the EDI Elem Type as Segment.
Add any children elements to ZPI as needed.