With GSS 2.5 you can add files to a Ghost boot cd from Ghost Boot Wizard. But it sounds like you're using GSS 2.0 which unfortunately does not have a built in way of adding files to a boot cd. You can try the following:
Use third party tools to modify the iso, check the instructions in this kb article.
Create a bootable USB flash drive and copy Ghstwalk.exe onto it.
Create a Drive Mapping Boot cd which maps to a network share where Ghstwalk.exe resides.
If you only want a Ghost Walker boot cd (ie without Ghost.exe) you can go create a regular Ghost boot cd, but on the page where it asks for the location of Ghost.exe, select Ghstwalk.exe instead.
Cheers,
Jackson Lai