I have installed the CustomField module. I have a view and I'd like to add a new column in a table in the view. The content of this column is a result of a query to a table different to node. Is this possible with this module?
I am using Drupal 6.
You can set up relationships in views to pull data from other tables should you have to. There's a screencast from Drewish here on how they work and how to set them up.
Basically, you'd need to set up a relationship based on a part of the current data in the row. After this, more data is exposed to you in the fields section of views.
If I'm misunderstanding your question and you'd just like to embed a view withing a view, then check our the Views Field View module.