When creating a new feature, in the options list you would need to select Brand/Manufacturer in the Type list. I believe they used to call it Extended.
Edit: What other kinds of features do you want in the feed?
Just like brands there are other features that can be significant. Basically anything that is a major concept in the niche the site is in. Mostly concepts that could almost be a category. Things that people will search for in Google. Features are essentially content tags.