This is from the Deus Ex SDK doc that comes with the sdk.

Although you can modify the existing UnrealScript packages to change the game, it is better (and considerably easier) to add new packages in order to extend the existing behavior in Deus Ex.

Heres how to add new packages to Deus Ex:

1 : Create a new directory in the top-level Deus Ex directory with the same name as your package (for example, DXMod).

2 : Create a subdirectory called Classes.

3: In the Classes directory, add UnrealScript files for any new classes you want to put in this package. These files should have the same name as the classes you wish to create, and should end with a .uc extension (for example, UNATCOZymeDealer.uc).

4 : In the System directory, edit the DeusEx.ini file. Look for a list of packages prefixed by EditPackages=. Add your new package to the end of this list (e.g. EditPackages=DXMod).

5 :From a DOS box, enter the System directory and type ucc make. This will create a new package with the name youve specified. (If youve already created the package once, youll need to delete it before you perform this step; otherwise, UCC will not rebuild it.)

For more information goto the Compiling & Running tutorial.