Well it depends on what you want to happen when you put your mouse in the corner. But here's the basic idea.
Make an image. It doesn't matter really what it looks like, but a black square would keep it simple. Size isn't important, but you also may as well keep it small. For the sake of the example, make a 16x16 solid black square in your image editor and save as a png.
In DesktopX Builder, create a new object. Click the Change button next to the Default Appearance text on the General panel of the properties. Select your black square image.
Go to the Summary panel. Enter 0 (Zero) for Left and Top coordinates. This'll put the object in upper left corner. Set the Width and Height. A true Hot Corner would probably only be one pixel (1x1) but you can set anything. Let's do Width of 4 and height of 4.
Enter any other info you want on the Summary. The only other important one is the ObjectID--Name it "TL_Corner"
Click Apply and you have a 4x4 Black square in the upper left of screen.
Go to the States panel. Choose the transparency tab from the group at the bottom. Give it a Uniform Opacity of 1%. This'll make it undiscernable to the eye, without making it invisible to the mouse (a 0% transparency won't work).
Go to the relation tab. This is where the magic is. In the Start With box, select Mouse Over. To be thorough, also select Rectangular area in the Activation box and Always On Top from the Z-Order.
Click Apply again.
Now the object is set to do something when you mouse to upper left corner.
Do what exactly is up to you. But, just so we can see it work, go back to the General panel. Click Change button next to Object Type. Then select Shortcut. Select the Folder Shortcut radio button, Select My Documents from the drop down list, and check the open As popup menu box.
Click OK, then Apply.
Put your mouse in the upper left corner.
Now, be aware, this is a somewhat simple example. I really don't know what sort of things the Mac hot corners do. You can do a lot with just the panels and options there, and even more with scripting - for example, and I never miss a chance to plug my own stuff, play with this widget: http://rabidrobot.wincustomize.com/ViewSkin.aspx?SkinID=579&LibID=34&comments=1
You can set the opacity of the widget by right clicking->properties. Just don't set it to zero.
I hope that gets you started. It is a lot easier than my writing makes it sound.