I cant seem to find where I can add the dick and the other features. I can just customize face and proportions/color.
As you begin, you will be at the (for want of a better word) entry "room". Take the portal, at the end of the passage, after you have customised your character with the options available, then if you walk to the center, you'll find an NPC busy playing with herself.
The statues in which she is admiring so, should allow you to change your genetalia.* Look at each, and you will see one with a vag, one with a penis, etc. Go up to one and an option saying "Touch This" (can't remember if it says that exactly) should appear.
When you touch, so shall ye receive. You'll see a bunch of these statues as you go through each world. They'll give you different things, just take a look at each (usually it'll be four statues standing over a cross-section, so to speak) carefully and you should pick up on what their differences are.
Just be aware that the statues aren't the only thing that allows "customisation" to your character. Explore the world and see what options you have with different objects. I hope this makes sense and helps.
P.S. It's possible I didn't mention some things, that's because i haven't "finished" exploring the game myself.
EDIT: * Just a minor correction to the 2nd paragraph: the statues I was refferring to are in the rooms from the first "cross-section" , where you first get the option to choose your preffered genetalia. Not at the actual cross-section where the purple beauty is admiring statues and playing with herself.