The custom message type allows you to add custom messages which are not currently available through the message editor UI. You can find a full list of supported messages not available via the UI through "Custom Message" and an explanation of the underlying XML structure here.
To add a custom message; click on the 'Custom Message' block, and then click on the 'Message type' drop down to select the message type. Once selected, this will then populate the XML snippet with the specific code snippet needed for that message type. You can repeat this to add multiple message types.
For example, the CTA message:
To learn more about the full list of supported messages and an explanation of the underlying XML structure here.