Nope. However, because DSC itself doesn't "see" them, you can use a File resource to deploy them to the node. For example, start right off with the necessary File resources to grab the custom modules (from wherever, needn't be a pull server, just a file share is needed), and then make any resources that *use* those DependsOn the File resource. That gets the module local before it's called upon.
You can also package modules within the Resource's folder structure, which means it'll travel along with the Resource, but that's only for situations where the module is tightly coupled to the Resource and wouldn't be used separately.