The navdata supplied for PFPX is in a file called navdata.nav and I have not been able to add airports to this file. Specifically I have added airports etc. to navdata used for the Aerosoft Airbus and Aivlasoft EFB.
I do not own any PMDG aircraft so I am not familiar with their format. I have read that people have successfully added airports, runways, approaches etc. to the PMDG format. I suspect you are using Navigraph and if you are you can see where the FMS Data Manager places the navdata files. Look there and see if you can locate a file named Airports.txt.
Feel free to PM me and I will try and help you out.