Hello Shannan,
it all depends on what you want to do with this CompuSet files.
CMOD and CM can store anything (you could store divx if you want). But it will not be able to index everything itself.
In the case CMOD doesn't handle natively a file format... it means that you need to deliver with your files an index, and use the "Generic Index" to store you documents with the required metadata.
It means to have these metadata for the index file, you need to parse the file with an external tool.
Then you need to display your Compuset file, and for that you will need to have the correct extension defined in your CMOD application, which will finally call your Compuset viewer on Windows, or plug-in in your browser...
Of course you can go to another direction and convert it in PDF, AFP, ASCII, TIFF, etc...
It all depends on what you want to do, and what are your requirements.
Sincerely yours,
Alessandro