To elaborate a bit further on that: Mods are files that allow players to modify aspects of the game and create new units, change the stats of existing ones and a lot of other things. They use coding syntax similar to those of map files. Mods are text files saved with a .dm extension and placed in the mods folder of your game directory. Once you enable a mod from the preferences, all the changes made in that mod will appear in any game that was started while the mod was enabled.
So you need to make a mod where you create a the monster you want (see the modding manual pdf file) and then enable that monster in the map file.
If you want to use one of the existing monsters, e.g. an enchantress, and name her Mary, you would use
#setland <province nbr>
#commander 363 (the number for Enchantress, IIRC)
#comname "Mary"
which would give you an enchantress commander named Mary in there. Clear? If you need the units and their numbers, see the Dom3DB links in my sig.