The exact usage for PKHeX may vary slightly depending on which game you're editing, but much of the UI is the same across games.
Loading Pokémon Data
To edit Pokémon data in a save file, follow these steps.
Use File -> Open
Browse to the save you want to edit. You can either choose a save file or a Pokémon file. If you open a Pokémon file (*.pkm, *.pk7, *.pk6, etc.), the tabs on the right will immediately show the Pokémon data, and you can proceed to the next section a