How can I create a custom tag in JPMML?
You can/should use a generic Java Architecture for XML Binding (JAXB) approach.

Simply put, call Row#withContent(Object...) with instances of org.w3c.dom.Element that represent the desired XML content.

For example:

Document document = documentBuilder.newDocument();
Element shortForm = document.createElement("shortForm");
shortForm.setTextContent("m");
Element longForm = document.createElement("longForm");
longForm.setTextContent("male");
row = row.withContent(shortForm, longForm);