You can use this directory to put ALL CUSTOM Modules. 

See some examples of use:

Url: http://<xmlnukesite>/module=store.clients
Dir: lib/store/modules/clients.class.php

Url: http://<xmlnukesite>/module=panteon.Cadastro
Dir: lib/panteon/modules/cadastro.class.php

Url: http://<xmlnukesite>/module=forum.users.new
Dir: lib/forum/users/modules/new.class.php

Note: the last name after the period (.) is the name of the class and *must* be in a directory called "modules". All the names before the period (.) represents the directory structure inside the "lib" directory.