Look at Mods section - there's already a mod adding the Netherlands. Perhaps by asking the author or looking at his work you could replicate it.
Author of that mod here! As the game has just come out, there are still quite a number of assumptions done so my mod is still in an experimental phase.
Anyway, .nat files no longer exist. The Nation data is now stored in the BNatXXXX.dat files (where the XXXX corresponds with the starting years of the game)
Describing how to mod will need a manual on its own, so I won't do that here (I already lost one 50-line version of this post due to accidentally hitting back in my browser, not doing that again! >.<). But I will give a list of the files you need to edit and a few tips/tricks.
Files to edit:
MapData.dat - this files contains all map data divided in MapAreas (for example Northern Europe) and MapAreaPossessions (Ireland). This is where you add your custom possessions (country or parts of your country).
BNatXXXX.dat - this file contains all nation data per startdate. Here you add all info of your country and assign map possessions to it
NATIONWarInfo.dat/NATIONWarInfo20.dat - this file contains the 8 enemy nations your nation will have to deal with and all missions (10 missions per nation IIRC), this thing is a bastard to edit without tools so it's easiest to start with just copy-pasting for the existing WarInfo files
NATIONShipNames.dat - this file contains all shipnames per ship class your nation will use. Again, easiest is to copy an existing one and just edit it. They give a good idea of the structure of the file.
NATIONNames.txt - this file contains all surnames your officers will use
NationComments.txt - here you can add flavor text to your nation shown in the nation select screen
So you'll end up with something like this:

Just opening these files in your DATA folder will give you an idea of their structure and if you make a backup, you can just mess around and see what they do. Also spread over the RTW and RTW2 forums there are some old manuals who, although outdated, still provide some good info. If I remember correctly there was a manual somewhere called "custom nation" which explains some things.
Other stuff to keep in mind:
- Right now the game only supports a total of 9 nation. So you will need to overwrite one in the BNat files. Do keep in mind if you replace one, (for example, I replaced China) all other pre-existing nations who had a link to the replaced nation in their WarInfo file will throw errors. (So in my example, I can no longer use Spain and Japan as they had China as a rival nation in their WarInfo files)
- Most mission editing used to be done with RCWarEditor, a tool to edit missions, this tool is currently only partially useable as it only supports 6 rival nations, and RTW3 now uses 8.
- There are still quire a few fields in the files of which the meaning or use is still unclear, so you will need to use a lot of assumptions
Hope this helps somewhat. Sorry for keeping it short, but going into detail would require more time than I have available right now.