This can be done quite easily by setting env.io.water, env.io.hetatm and env.io.hydrogen respectively to True (they are False by default). Note that env.io.hydrogen is automatically turned on for you if you want to build an all hydrogen model, using the allhmodel class; see section 2.2.3.
Note that simply turning on env.io.hetatm is not usually sufficient to build models containing ligands or unnatural amino acids; MODELLER also requires topology and parameter information. In such a case, you can either provide such information, or you can treat the residues as rigid bodies (`BLK' ligands). See FAQ entry 9 and section 3.5.1 for more information, and the example in the advanced modeling tutorial, at http://salilab.org/modeller/tutorial/advanced.html.