Here is a tutorial on Nightmare: Fire Emblem Hacking Workshop/Tutorial. Nightmare, Feditor - YouTube (The beginning of the video is just a patching tutorial)
Essentially you just open a ROM, load the Nightmare Modules (.nmm files) use the gui to edit, then save your changes by pressing Enter and then saving the ROM. Nobody hacks GBA this way anymore, but Nightmare works the same with games for other systems.