The files should be placed in the order in which it is written in the other quote.
I'm sorry for making you confused ideas. I meant that the .3dsx file must have the name of the folder (example: if the folder name is "CHMM" , the file name should be "CHMM.3dsx"). "Themes" folder should instead be in the path SD:/ (If you use the version 1.4 of CHMM. Otherwise, the path is right). In practice, in the root.
However, you don't need the .3ds and .cia files on Ninjhax.
Should look like this on the internal SD:
Root\3ds\CHMM\CHMM.3dsx
Root\Themes\(Name of theme folder)\bgm.bcstm - body_LZ.bin - preview.png