Items in the "Special Theme Pack" folder can be copied into your Custom directory to change the game experience. There are many sail emblems (they begin with ship_sail_emblem_lrg_...) and flags (begin with flag_) that, when copied into your Custom directory, will give you more choices when customizing the look of your fleet.
Copying the .wav files over will change some of the music in the game including special Pirate Haven music.
Copying "Firaxis0.fpk" into your Custom directory will change some of the characters you meet in the Pirate Havens.
To change the game back, just delete any files you no longer want to be included from the Custom folder. See the full Sid Meier's Pirates! ReadMe for more information on ways to use the Custom folder to customize your game experience.