Seeing as you seem fairly new to it i think i'll link a good tutorial for the basic replacements and fundamentals of adding files:
http://forums.kc-mm.com/index.php?topic=12169.0that works for PM as well as any other mod you can find. Also incase its not obvious, general brawl hacking uses:
private>wii>app>rsbe>pf>(folders you'd replace go after that)
some mods skip the private folder like PM and brawl minus. they go right to the PF folder after the game folder, I.E:
ProjectM>pf
Minusery>pf
you still replace stuff in the PF folder the same way however.