Normally custom races are neutral. But it is possible to make an evil or good custom civ.
Here's how:

Create a new opponent. Put all the stuff you want and set ethical aligment.
Save the race and go back to choosing race. Load the custom you just made and start playing. Check the civ manager when the game's loaded, your ethical aligment should be the one you set.

I dunno if you knew this but then i haven't seen this in any guide or forum post.
Happy customizing