When you create a custom rule, make sure that you explicitly declare your class as a public class (Step 2). If you don't, the Visual Studio UI will not see your new extraction rule (Step 8).
Example:
/// <summary>
/// This Extraction rule allows you to find text.
/// </summary>
[Description("Description or Help in Visual Studio UI")]
[DisplayName("Extraction Rule Name in Visual Studio UI")]
public class myCustomExtractionRule:ExtractionRule
{
}