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1) Create a new one: modding. I haven't encountered this, so I can't help.
2) Modify an existing one: Easy. Go into the advanced map editor mode (detailed instructions on how to do this are on the first two pages of the "Videos" thread in this section). In this mode, you can change almost everything in the game. However, for this, any map must be open, and all changes will be saved to it. That is, you get a semi-mod.
3) They don't appear in other maps: In general, it's possible, but difficult. I can't even think of how. You could do it through a script, but there's no check for "If the artifact is ON the hero," there's only "If the artifact is WITH the hero."