How do I swap lighting?

[KaiserYoshi]

And why is there no information anywhere on the internet about it?

[Canon98]

Swap the SceneData with the current stage with another stage of your choosing(Using Brawl Box). That's the simple way. To go in depth you'd have to swap out individual files within the Scenedata and swap the files of your choosing. 

[KaiserYoshi]

Gratitude.