In order to add custom dll to WSP Package , follow these steps:
- Create new Empty SharePoint Project
- File->New->Project->SharePoint(2010)->Empty SharePoint Project
- In second screen provide test site URL
- Select "Deploy as Farm Solution"
- Expand package node and double click on Package.package file
- Click on "Advanced" Tab
- Add the Custom dll's using the "Add" button
- Save the project, compile and deploy. Custom dll will be part of WSP.