No, it is not possible to make custom compendiums. It's a popular suggestion, and you can read more about the obstructions it have in the suggestion forum thread: <a href="https://app.roll20.net/forum/post/2940484/custom-compendium#post-8721370" rel="nofollow">https://app.roll20.net/forum/post/2940484/custom-compendium#post-8721370</a>
