without mods you are stuck with humanoids that differ slightly in faces and hair (which you won't see once you have helmets or while not zoomed in, i.e. all the time). you can choose their skin and hair color as you like, but that is it. there are two factions that have special non-human units that you can build if you choose that faction your base race (golems for ironeers and brutes for the trogs). there are also some traits that allow you to train spiders or get different kind of demons from mana shrines, however you can not customize those units.