You model the component using Morphs, then save it as an Object. Then you open the saved Object for editing and change its Subtype to "Curtain Wall Junction". If you do that it will become available as a custom Junction in the Curtain Wall Settings Dialog and you can use it in your Curtain Walls. You can see here:
It is now available as a Junction you can select to use in your Curtain Wall. An the reason it is available is because you set its Subtype to "Curtain Wall Junction".
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