Both auras and sprites would be customized via the "data" directory. Unfortunately, the GMs have decided to disable usage of the "data" directory since it would be possible to mess up your client or to cheat (for example by making monster sprites smaller) or otherwise cause problems which might take a lot more time and work for them to have to deal with. It's still possible to change these things (auras and sprites) if you know what you're doing - you just have to modify adata.grf or sdata.grf directly, which is a bit less safe in case you make any mistakes. At the very least I'd recommend backing those files up before modifying them, and only touch them if you know what you're doing.
Oh, and this isn't GM-recommended as far as I know (there's a reason they disabled the data directory, and it's to prevent problems with people doing this stuff, and modifying adata/sdata could cause the same or even more problems if you don't know what you're doing); I'm not even sure they would allow it although I doubt they're going to go handing out bans unless you do something illegal, but I don't know if they'd appreciate my posting detailed instructions, so I'm not going to.
In short, you're going to have to hope they decide to re-enable the data directory, just live with the normal sprites/auras, or go get smart and make your own (in which case you're on your own).
