Use the editor to open up an existing scenario like the 1936 one the under the countries tag add a new country that is not in the scenario like say Kazakhstan. Click Kazakhstan and a prompt will ask you if you want to add that country, click yes then click the territory tab on the same screen with Kazakhstan highlighted at the top. Holding down the ctrl key right click all the land you want you new country to have to remove it from another country. In your case deleting the land from the US you want to give to the Confederates. After that with Kazakhstan highlighted at the top ctrl-right click the provinces again to give them to your new nation. Click the national province button and repeat the steps once more and finally left click one of the provinces in your new nation and click the capital button, its all on the same screen so you should figure it out.
Save the scenario under a new name like Confederate scenario and then never use the editor again to edit the file as the more you edit the more it screws up and corrupts your scenario file by adding weared things like zeros where they should not be and things like that to the file so then it will not load.
If all has gone correctly you should now be able to load the scenario in the game, your new nation is not ready but you should load it anyway to see if it will run, if not then something has gone wrong.
Now open the scenario file with WordPad and search for KAZ that being the tag for kazaks tan near the bottom you will find all your nations info here you can add how much tech your nation will have. I suggest choosing a major power like France and copying their tech thru cut and paste methods. Using the same methods you can create a few army units just so long as they have a unique ID number.
After that go to the file named text in the config folder in your HOI database and open it with WordPad. Search for the tag KAZ and rename Kazaks tan to the Confederate states. It should look like this:
KAZ;Confederate States of America;;;;;;;;;;X
Also under generic descriptions in this same file you can add under the last description some thing like this:
KAZ_DESC;In 1861 the Confederate states broke away from the United States....so on and so on so you can have a description of the nation when you choose to play it at the choose nation screen.
You will still have to create leaders, add a new flag, and maybe edit the provinces some. After you make new changes you can load it in the scenario editor to see if your changes worked just don’t edit anything using the editor.
It may look hard editing text at first as there is so much but its actually quite easy when figure out what’s going on and what affect your changes have. Post again if you get this far and remember make copies of everything.