The VisualSets are located in the Resource editor (top middle-ish button, will say REsource manager when you hover over it). First thing you'll want to do is create a new folder, and then right click on the Visual set used by the fleshgolem you want, save as new into your folder, edit accordingly.
I'm unsure how mods work with multiplayer or how to get those working; try checking the wiki maybe?
