0. Make sure you know what provinces you want to add to your new country. You can press F12 while ingame and type 'showid', then hovering your mouse over a province will show you it's ID in the lower right corner. Note all of them and the capital.
1. Open the scenario file for the scenario you want to edit. It is in <DH>\scenarios\. E.g. '1936.eug'.
2. Add the TAG of the nation to the selectable = { ... } line. So, if you want to add a new country using the TAG U30, make sure U30 is there along with the other tags.
3. Go to the bottom of the file. Copy one of the 'include = "scenarios\1936\xxx.inc' lines and re-name the xxx.inc to p.e. 'u30.inc'
4. Go to <DH>\scenarios\1936 (if it is the 1936 scenario that you are editing) and copy one of the inc files. Call it 'u30.inc'. This file will now be loaded by the 1936 scenario, that is what the include was for.
5. Open up the new u30.inc. You'll notice that the file is usually consisting of a bases definition at the top, to e.g. set up naval bases. This is followed by a huge country = { ... }. Inside this brackets, the country itself is defined.
6. The first line of the country 'bloc' is usually 'tag = XXX'. This has to be changed to the tag you are using for your country, like 'tag = U30'.
6. Change the 'capital = 0000' to the new capital province you noted in step 0.
7. 'energy =', 'metals =' etc. are defining the countries starting stockpile of stuff. Set it to what you like.
8. 'relation = { tag = xxx value = xxx }' lets you set the relations of the country you are creating with other countries in the scenario. Unless you have something specific in mind, you can delete all the 'relation'-lines for now. Your country will then start with default relations towards a nation according to political similarities or differences.
9. 'SpyInfo = {country = "XXX" NumberOfSpies = X}' is - in DH - used to define the "funding" of your intelligence. You only need one of those lines, and it has to refer to the country you are creating, like 'SpyInfo = { country = "U30" NumberOfSpies = 1}. That'll set up a level 1 intelligence funding for your newly created country. Do not add additional lines for other countries. You'll notice that the DH team has commented out (via an # at the beginning of the line) all other lines of SpyInfo. You can keep them or delete them.
10. You will notice three lines: nationalprovinces = {...}, ownedprovinces = {...} and controlledprovinces = {...}. This is where you define the borders of your new country. For now, add the provinces you noted down to all of the three lines.
11. Now comes the tricky part: Provinces can, of course, not be assigned twice. So you have to go to the files of the nations that previously owned the provinces in the scenario and remove them from these lines, or the game will throw up errors!
12. With techapps = { } you can define the starting technologies of a nation. You can look up the IDs of the techs in <DH>\db\techs\ or just use the line of an existing nation if you don't want to find out what ID is what.
12. In policy = { ... } you can define all the starting sliders of your nation. 'democratic = 10' for example means fully democrat, while 'democratic = 1' means fully autocrat.
13. Then follows a block of commands defining the new ruling cabinet, like 'headofstate = xxx' etc. If the country you are creating doesn't exist at all, so not even as a revolter in DH, you need to create minister, leaders and tech team files (and the actual positions!) for them or they'll have none. This is a lot of more work!
14. Usually at the bottom of the file there is a more or less large list of landunit = { }, navalunit = { }, and airunit = { }. This defines the starting army of the nation. For now, delete all of those lines. Your country doesn't have a starting military then, but at least it won't crash if the game tries to place an army in a foreign territory on game start.

Alternatively you can modify the files to create an army for your nation. Make sure that the 'location = XXX' line always matches one of your home provinces.
And that's it. Easy, isn't it.
