JohnnyEnglish

Open up Hearts of Iron 4 and go to All Installed Mods

Click the Upload Mod button

Then click the Create Mod button

Then put the name of your mod, the version, and the file name of the mod aswell as the tag.

Now that the mod is created, you are gonna have to put the actual mod files into the empty mod folder which is located in..

YOUR PC -> documents\Paradox Interactive\Hearts of Iron IV\mod\YOUR_MOD_FILE_NAME_HERE

Put the mod files that you exported from the website in the folder, and that should be it. Enjoy your mod

as far as I know thats not a feature here yet unfortunately but you can still do it manually if you want to

example:

export your mod from the website, then add the states manually to the mod file that has been exported (Hearts of Iron IV\mod\YOUR_MOD\history\states)

(i made a texas mod using this website but I manually added the new states into the mod's file)

go to your state's text file just like as seen in the image above (Documents\Paradox Interactive\Hearts of Iron IV\mod\YOUR_MOD\history\states) 

assign ownership of the STATE to the nation you wish to have it just like how I changed ownership of South Texas (The new state I created) from USA to TEX (as seen in the image above)

And that should be it(you do these changes after exporting your mod from the website!)