Unicode is a standard, and as such you cannot add characters to it yourself. There are two things that you can do, however:
You can create a font that has the character you need. In a unicode font, you could put such a character in the private use area, a number of slots in a unicode font that do not have a set symbol. You need to be aware, however, that this is more complicated than just converting an image, particularly if the alphabet you are using is Arabic-based.
You can petition the unicode technical committee into adding the character to the standard. This is not a terribly quick process, but it has been done for several languages in the area, such as Khowar and Torwali. Even if the character is accepted, this does not mean that there will automatically be fonts that have it. Someone would still have to build the characters into a font.
Just out of curiosity (though perhaps I can help), what characters are you missing?