Open up your project, and select whichever items that you want to create as a .bgl file. To do so, you can drag the mouse pointer around everything in your project to "select all".  You may also click on separate items if you just want to create a .bgl with modified bits of a main project. When you execute the compilation again, you will notice certain of those greyed-out boxes are now shown as checked off and/or ready to check, if desired. Make sure that the option "Copy files to BGL folders" is enabled as well. Hope this helps.