Wendersnaven.com (a resource for nwn2 builders)

Pfx get generated by the effects editor and should be saved in your campaign's individual folder inside the campaign folder.

For example:
C:\Documents and Settings\\My Documents\Neverwinter Nights 2\Campaigns\\effect1.pfx

More from LysanderReturns at http://nwn2forums.bioware.com/forums/viewtopic.html?topic=520330&forum=1...

"The pfx/bbx/sef files associated with your custom vfx can go into a custom campaign folder, ie a new campaign. The /campaigns folder is for holding /campaigns/[individualcampaign] folders.

ie: campaigns/Purgatorio/customvfx.sef would make the customvfx.sef accessible for any modules associated with the Purgatorio campaign (using the campaign editor).

The .sef can also go into a hak. It will also work in override.

Finally, there is Dev post around here somewhere that says you can put them in the temp module folder and they will get saved into the module.

-Monty"

Currently, the suggested way to add a sef file to a module at the time of play is to place it in the override directory. The next patch is supposed to address some issues hak files.