Sorry for the two of you, I meant add-ons.
"Add-ons" could be literally anything. If you mean extra characters, then those are very difficult to add without replacing somebody, and I would not recommend trying to do that until you are comfortable with the general file structure. If you would like to try anyway,
here is a tutorial.
To add music, first find the song you want in brstm format (loads available over at
Smash Custom Music) consult
this list and name it after the "Filename" of the song you want to replace (for example to replace "Battlefield" you would name it X04) and drop it into the \projectm\pf\sound\strm folder. If you want the song names to show up correctly, open up
Brawl Box and edit the song lists found in MiscData[7] inside projectm\pf\menu2\mu_menumain.pac and MiscData[140] inside projectm\pf\info2\info.pac
To add character skins, download one (generally from
Brawl Vault), navigate to the folder of the character you want to replace (found in \projectm\pf\fighter), and name it according to which costume you want to replace.
To add stages, download them - again from Brawl Vault - name them according to the stage you want to replace, and put them in the \project\pf\stage\melee folder. It may include a .rel file which goes in \projectm\pf\module.
This page has a handy comprehensive list of pretty much all the file names you'll need.
Codes are a little trickier to add. Use a program like
GCTEdit to open the RSBE01.gct found in the codes folder at the root of your SD card (be sure to save a back-up!), export it as a text file (done simply by clicking export and typing .txt after the file name), paste the code you want to use in at the bottom (just the numbers, with a * before every line), open the text file in GCTEdit, export it as RSBE01.gct and put it back in the \codes\ folder.
If you have any more specific questions, I'll answer them to the best of my ability.
EDIT: Ah. Yeah, that is really pretty much irrelevant to PM as it currently stands. Don't worry about those.
