Sure.
In the song you are stepping, (should be along these lines... Assuming using SM5.)
Songs/My_Awesome_Pack/My_Song_1/<Files>
Inside the Files directories, you can add BGA's. Make a folder, name it something, and inside the folder, you will need a .lua file minimally. You can add images, sounds, etc as needed. When it comes to BGA's though, DO NOT use custom commands/update commands. Stepmania does not like that. (Unless you are using only one BGA...) Multiple BGA's will cause issues with updating commands. (They overlay each other and never end.)
Edit: To use it, simply press 'b' on the editor or add it manually in your step/chart.
Edit: Check this topic out for some ideas.
viewtopic.php?f=9&t=2518Edit: If you are using 3.9, you will have to use/make .xml files instead. You can read more here:
http://rhythmarcade.com/wiki/stepmania/ ... g/commandsEdit: If you need more info on actors and such, check this out:
http://dguzek.github.io/Lua-For-SM5/API/Lua.xml~ SpoOkyMagician