You cannot modify the "starfury.exe" file just the 'txt' files inside the campaign folders.
But to start:
1. Go to the malfador website, under the Star Fury title to get a document called: Modding Starfury (PDF). The link:
http://www.malfador.com/
2. To save you time (as far as I know), there is no other guide as how to mod Star Fury. There are however a few mods listed right here on the mooding/campaign section in addition of the 3 campaigns that the game has that you can use as examples. Make small changes at the time and see what happens.
3. Read the forums, there is a lot of information that may help you.