In order to compile a custom kernel or additional drivers for Puppy, you'll have to install both the devx module the kernel sources module, which is a SFS extension that includes the kernel's source code, with all patches and the configuration used to compile it. Each kernel version has its own sources, therefore, each Puppy version has its own module. Most modules can be found in Barry's sources directory, where each kernel version has its own directory.
Inside each directory, there is a SFS extension. You can download and install it.