Just use Windows Explorer to open the correct folder.
Hearts of Iron 2\GFX\Interface\models
Brigades are at the top, divisions at the bottom. In each case the generic pics come first, then the country specific ones (nb UK is ENG, Australia AST and Austria AUS). As long as you carefully follow the rules it's easy to do.
Copy one of the pics into something like PAINT and have a look at its size (minus the frame) and properties. That frame is most important, easist way is to paste your new pic into it, and then save as... so you keep the same type of frame and bitmap format otherwise it all goes funny!
Names, well, I expect you can work it out. You can add the missing ones as long as you follow the naming 'rules'. eg ill_bri_AST_2_0.bmp will be the 1st generation of Australian SpArt brigade, ill_bri_AST_2_1.bmp the second and so on. If you didn't add a ill_bri_AST_2_2.bmp picture then the third generation would still use the ill_bri_AST_2_1.bmp picture. (hint, can find the name for eg an American or German unit, then change the country name, and the model number to what you what: remember that 0 is the first generation!)
Have fun!
Back up anything you remove, keep a copy of any pics you add and a record of what is what.
Cheers.