A Custom TclKit is a single (platform specific) executable file containing both TclKit and a Scripted Document. They are useful when you want to deploy a single executable for an application. Custom TclKits can be built on any platform supporting TclKit, for any platform supporting TclKit (for example, you can build a Windows executable on Linux, or a Linux executable on MacOS X).
To create a custom TclKit, first put a main.tcl file in the toplevel scripted document directory (i.e. appname.vfs/main.tcl, where appname is your application name). This file should source your application startup script - typically something like:
source [file join [file dirname [info script]] bin/main.tcl]
Then, use the following sdx command to create the custom TclKit
sdx fs2sd appname -prefix /path/to/tclkit
Note that /path/to/tclkit is the path to the TclKit executable for your target platform.
There is one limitation of the current implementation - /path/to/tclkit can't be the TclKit you are using to run sdx. So, if you are building a custom TclKit for the platform you are running on, you'll need to take a copy of the TclKit executable and use that.
One suggestion - on Windows or Linux, use the upx compressed tclkit for the prefix. This way, the resulting executable is much smaller (albeit at the cost of a slower startup) and more suitable for downloading.
Note there is a list of example Custom TclKits for Windows, Linux and Solaris towards the end of http://mini.net/sdarchive/
Note also there is an emerging Scripted Document Structure standard.