Hi in wich bsa file are stored the graphics icons of the achievements?

and is it possible to add new achievements specific for a mod?

I would assume that the pictures would be in the interface BSA in one of the menu SWF's.

No, you cannot add new achievements. They're hard-coded into the engine, and through Steam. Adding new ones would require editing both.

While you cannot add 'official' looking ones, nothing would stop you from adding your own achievement system through menus or maybe even something similar to an MCM.

I would guess everything is at the server side.

One can only tell the game to trigger which achievement has been accomplished in Creation Kit, as far as I know.