Kirakishou Ooh, on a character YOU created. That complicates things a little.
In that case, my post was misleading in the sense that the penis on futas is basically an additional texture placed there by whoever created the character; the futa
module does not "have" the texture itself, it cannot "add" one. You would need to have the files necessary (textures, meshes, etc.) to add a penis to an originally-female character via AA2Edit. A simpler solution would be to grab the already-futafied characters from BepisDB. Because otherwise you are essentially creating a character with custom appearance. You would need to learn modding to some small extent.
I am
utterly useless with this, though, since I tried fiddling with overrides and such at some point, and never got the hang of it. So I stuck with pre-made futas from Bepis instead, sometimes altering minor stuff like personality traits, avoiding changing appearance like hair/eye style or body proportions.
Fingers crossed for someone with modding experience to drop by.