Is there a tutorial or a "how too" on how to use the new CustomFeatureClass that is in the latest NXOpen?
No turorial, as far as I know, but there are some examples shipped with NX (from NX11 onwards). Ask again if you can't find them.
The examples are in
C:\Program Files\Siemens\NX 11.0\UGOPEN\SampleNXOpenApplications\C++\CustomFeatures