Custom Units are local to the client.
Custom Maps are Local to the Server (but to preview them, you need to have them in the client too)
Custom Camoflauge files are local to the client.
What I do, is i put my files, my camos, my maps, and my mechs into a megamek install, zip it back up, and put it up for my friends to grab, so that they have the same camos I do, and access to my custom mechs.