The term "Custom TclKit" is obsolete - it is now called a Starpack, please visit that page for more info.
Info below edited and pruned but left here for reference:
A Starpack is a single (platform specific) executable file containing both TclKit and a Starkit. They are useful when you want to deploy a single executable for an application. Starpacks 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).
Create a Starpack is almost identical to creating a Starkit, which is described in more detail over here [L1 ].
The one difference, is the final call to "sdx wrap". Instead of:
sdx wrap appname
do this:
sdx wrap 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 Starpacks for Windows, Linux and Solaris towards the end of http://mini.net/sdarchive/