While Asuswrt-Merlin only adds a limited number of new features over the original firmware, a lot of customizations can be achieved through the use of user scripts. These will allow you to set up custom firewall rules, create jobs that can be run at scheduled intervals, or start new services.
Those scripts are stored in the internal non-volatile flash in the JFFS partition. Support for these scripts must be enabled, under Administration -> System on the webui.