The vernacular alphabet gets created automatically on importing the data based on the setup of the writing system and on the words existing for those letters. Use Custom ICU rules to control alphabetized headers in XHTML export files. Learn more about this in the FLEx help under "Writing System Properties, Sorting tab".
For example, if you want the letters č and č̣ not to appear under a normal c, but under their own letter headers, you could add them as an exception like this:
If you go to the dictionary view in FLEx, you will now see that it created additional letter headers (screenshot is just displaying the letter header č, but č̣ also got created):