Everything you want to be able to configure is in your component's admin/config.xml.
You're right, at present there is nothing in COOK to furnish your component with extended, customised configuration options except for those auto created by fields such as images for instance - i.e. the auto-creation of the image directory parameter.
- You should download your component
- edit your config.xml adding any additional config params you like.
- Test locally - any amendments made should now be reflected in your admin section of the component
- Repackage your extension with the new config
To help you, you will find a wealth of knowledge about how to this, adding tabbed 'pages' to separate your config, field types and options
here on the joomla wiki page
Hope it's helpful,
Gez