You have to code the behaviour for each one yourself, then select which ones you want for each of the object's action steps. You can check each flag for an object in x by loading Object_vulnerability,x and ANDing it. So if you wanted to set up the invincible one, you'd put this in your monster hurt script:
Code:
LDA Object_vulnerability,x
AND #%00000001 ;; first flag
BEQ +hurtThisMonster
;;invincible flag is on
JMP +doSkipHurtingThisMonster
+hurtThisMonster
For collisions you can put something similar in doHandleObjectCollisions I think it was.
For the editor you can rename each one in the project settings.