Look for the exploit you want to add: searchsploit sonicwall 8.1.0.2-14sv
Make a note of the path for the exploit.
Next, you would need to create a folder in the .msf4/modules
directory that correlates with the path in exploit-db. So in this case I will add cgi/webapps
.
Go to your newly created folder and copy the exploit:
cp /usr/share/exploitdb/exploits/cgi/webapps/42344.rb /root/.msf4/modules/exploits/cgi/webapps/
Make sure that you specify both, the root path (its specified right underneath the title “Path” in the searchsploit search output) and the relative path.