How can I add valve types (ie. control valves), sizes, pressure classes and weights to the CadWorx.vhd database?

I do not think you add into *.vhd file. The valves are sorted based on the class. First you look for LIB_I or LIB_M directories. One is for imperial and the other for metric dimensions but inc NB. In CadWorx there is also LIB_MM, which is fully matric. Under each of these you will find long list of directories. For instance 300 means 300 pound. In the directory you can find files. All of them are normal ASCII text files. Open them with notepad. For instance file BAL_F_L.300 is for BALL VALVE, 300LB FLG, LONG PATTERN (ASME B16.10-1992) (METRIC). This information is the first line in the file.

To add new valves you simply enter them in the notepad.

If you have CAESAR II only then you need to find out how to get CAESAR II to read correct files, see Database definitions in Configuration setup. I have CadWorx on the same computer and in this case CAESAR II reads files from the current Cadworx data directory.

I you create your own data files (as you should) name them but keep the file extension same as the directory name.