First of all, wow, this project could really use a "how to install" guide of some kind.
That being said, this is a Project+ mod, so the installation process here echoes that project's.
I'm going to assume, based on the fact that you have USBLoaderGX working, that your Wii is fully modded with the Homebrew Channel installed. If that's not the case though, make sure to follow
wii.hacks.guide all the way through.
Be sure to pick the Wii download from
the REX downloads page, not the PC one. Once it's downloaded, extract its contents. You might need
WinRAR to do that on Windows. Copy everything in the extracted folder to your SD card, merging the apps folder with your existing one if necessary.
I'm going to assume that you intend to load via your USB device rather than a disc, in which case you'll need an ISO (lawfully obtained, of course) to use. You can use CleanRip to generate that if you have a physical disc. From there, I strongly recommend using
Wii Backup Manager to convert your ISO and properly sort it into your WBFS folder. You are welcome to use other means, but that's my personal preference. Regardless of what you do, your game will need to be within the WBFS folder of your SD card or USB device and properly named and sorted. I believe it needs to be in the actual WBFS format as well, though I'm less certain about that. Regardless of whether or not REX is working, you will be able to test your WBFS setup by launching USBLoaderGX and seeing if Brawl is in your games list.
I believe this covers just about everything that you need to know. However, if you have questions about any of the tools involved, post a follow up here and someone will probably be able to point you in the right direction. Also consider checking out
Project+'s installation guide if you want a more visual walkthrough. Their approach differs slightly from what I've directed you to do here, but it's very comprehensive and ultimately achieves the same goals.
If you do manage to get this working, please let me know. I have it temporarily installed on my SD card to test out the process and troubleshoot any problems that you're having, but the assets for it are soaking up the last few gigabytes that my card has available.
