You can only choose one word list or question set to play in a game, but if you create your own word list or questions, you can have everything you want included.
You can start by making a copy of a current word list or question set and then add on to it, or you can start from scratch and make your own.
To make a copy that you can edit, click on the three dots in the bottom right corner of a questions panel and then click the word Copy. This will copy the word list to your My Questions page where you can edit it and add on.
To learn how to create your own questions, please read our Creating Questions tutorial.