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Here is a very basic run-through of how to add a country. If you have any questions pose them and I will go into more detail.

Put your country's province IDs in the brackets after 'minimum =', and its capital province ID after 'capital ='. Paste it at the bottom of db/revolt.txt.

Code:
U01 = { # Sicily
	date = { day = 1 month = january year = 1934 }
	expirydate = { day = 30 month = december year = 1990 }
	minimum = { 525 526 }
	extra = { }				  
	capital = 525
}

Open up config/world_names.txt and scroll down to this line:

Code:
U01;User Defined;Paramétrable;Definito dall'utente;Def. por usuario;Benutzerdefiniert;Zdefiniowane przez u¿ytkownika;;Îïðåäåëÿåòñÿ ïîëüçîâàòåëåì;;;X

Edit in the name of your country where it says 'User Defined' like this:

Code:
U01;Sicily;Paramétrable;Definito dall'utente;Def. por usuario;Benutzerdefiniert;Zdefiniowane przez u¿ytkownika;;Îïðåäåëÿåòñÿ ïîëüçîâàòåëåì;;;X

Find a picture of your country's flag and resize it to 44x70. Now copy and paste it over top of my example so that there are four of them side by side (it's primitive, I know). Save it in bmp format, name it shield_01 and put it in gfx/map/shields. My example:

shieldu01.png


Making ministers is tedious, I'm going to show you how to make a country with one leader for now :D

Take a picture of your desired ruler, resize it to 36x50, make it black and white, save it in bmp format with a short name. Put this picture in gfx/interface/pics (best not to open that folder as it has 20,000 files). Now go to db/ministers, copy ministers_afg and name the duplicate ministers_u01. Open ministers_u01 and copy this into it:

rlombo.png

Code:
U01;Ruling Cabinet - Start;Name;Pool;Ideology;Personality;Loyalty;Picturename;Country
9728371;Head of State;Raffaele Lombardo;NA;NS;Powerhungry Demagogue;High;rlombo;x
9728372;Head of Government;Raffaele Lombardo;NA;NS;Silent Workhorse;High;rlombo;x
9728373;Foreign Minister;Raffaele Lombardo;NA;FA;Great Compromiser;High;rlombo;x
9728374;Minister of Armament;Raffaele Lombardo;NA;NS;Infantry Proponent;High;rlombo;x
9728375;Minister of Security;Raffaele Lombardo;NA;NS;Prince of Terror;High;rlombo;x
9728376;Head of Military Intelligence;Raffaele Lombardo;NA;FA;Dismal Enigma;Medium;rlombo;x
9728377;Chief of Staff;Raffaele Lombardo;NA;PA;School of Manoeuvre;High;rlombo;x
9728378;Chief of Army;Raffaele Lombardo;NA;PA;Armoured Spearhead Doctrine;High;rlombo;x
9728379;Chief of Navy;Raffaele Lombardo;NA;NS;Decisive Naval Battle Doctrine;High;rlombo;x
9728380;Chief of Air Force;Raffaele Lombardo;NA;NS;Army Aviation Doctrine;Very High;rlombo;x
;Replacements;;;;;;;x

Now rename 'Raffaele Lombardo' to your ruler's name, and rename 'rlombo' to your picture's name. This page explains how to tweak your ministers:

http://www.paradoxian.org/hoi2wiki/index.php/Modding_minister_files

Barring any unforseen developments your country is liberate-able and is only missing a flag, which I do not know how to make.