Dynamics CRM allows you to create Custom Entities, however, because CE does not have response models for these entities they will not populate in the VDR transformation UI. That being said, you can still map these custom entities using the API.
Before creating the object definition, you need to gather the custom entity metadata to use in defining the object fields. The Dynamics CRM element has an /objects/{objectName}/metadata endpoint that you can use to gather this metadata.
After you have obtained the object's metadata, the next step is to create the object definition using the Platform API Docs. Under the instances section of the Platform API docs, there is a /instances/{id}/object/{objectName}/definitions endpoint. You can use the response from the previous step as the body for this endpoint.
The final step is to use the /instances/{id}/transformations/{objectName} endpoint to create the VDR transformation for the objectName. You can use the information in this article to understand that different parts of the JSON body.
After you have created the transformation, it also displays in the VDR UI and from there you can continue working with this VDR.
