1. Download the sprite dump to get sprites to edit for your units. Al-Nadim basic troops are iirc Hinnom or Gath humans with some recolouring and a scimitar from some c'tissian unit, while horse cavalry uses some Sauromatian cavalry's horse and feet and camel cavalry's camels are resized and heavily smoothened wasteland survival icons. There is absolutely no completely original sprite in the mod. All the djinns and some priests are edited from units from Burnsaber's Holy War mod, the ghul is a combination of EA Arcoscephale Oreiad and a werewolf and the dervish is a combination of a indy priest, oreiad's feet and scimitars.
2. Download GIMP for saving your sprites to .tga. Paint works fine for editing, but might as well use GIMP for it too to not have to have to use two programs.
3. Download some other nation mod and look from it how crap is done
4. Combine and edit a ton of sprites to make your units. Be creative.
5. Compile all of it to a nation file made by copying and modifying stuff from a nation mod you downloaded on step 3!
That got me far enough to make
a nation mod. Beware though, there's a lot of tedious work ahead with sprite editing
EDIT: Feel free to use my sprites or parts of them as long as you mention me in the credits.