Hi Pradeep,
Determination of messages is maintained as master data; everything else is configuration.
Your question is really far too "wide" to answer. I don't know of any "step-by-step" guide, and I'm not about to write one! If you consider the existing (standard) table entries and read the IMG, you should be able to work out what needs to be done.
Regarding "US to DE", are you saying that the existing messages (M0410 and I1560/1570) aren't sufficient, for some reason?
I'm also puzzled as to why the messages should trigger during the creation of the Customs Declaration - usually you would first need to enter Transport, etc. data to make the messages complete.
Regards,
Dave