You can use your own custom character controller and basically do anything you want including flying.
To build a custom character controller you can use a sphere, and attach the model to it.
The sphere physics are much more customizable than the character physics.
Here is an example:
www.gamemaker3d.com/player?pid=01634367
You can use the pickup effect like the regular pickup example.
Regards,
Cyberix3D team