If this is not just about swapping assets like weapons or shields, you will have to learn to use a 3d modelling software. If you do not have any software of that kind so far, Blender would be a good candidate since it is free and most other Civ4 modders use(d) that. You likely will have to use version 2.49b though, since most tools that work for Civ4 are not working for newer versions anymore. There should be a lot of Blender tutorials out there, not that many on this site though.
Once you have a basic understanding of Blender, you will need a way to import/export the nif files. Niftools is therefore your next stop, which consists of a plug-in for Blender and a program called NifSkope that you can use to look at nif files and modify certain attributes. At this point, the tutorials on this site will become very important. For starters,
this thread has a good collection other threads about NifSkope shenanigans.
Be advised that this will take some time until you get your first results and the best course of action will be to start small, like removing or adding little bits to a model, maybe even just trying to import a nif, export it again and get that working in the game. Once you know how to take these steps, you can improve on them.