If you're playing the Project M hack off USB Loader GX, just install the project m HOMEBREW (not hackless) hack to your SD Card, go to Brawl's settings in USB Loader GX and set Ocarina to on. Ocarina enables cheats, and the Project M file contains a cheat that allows it to read off the Project M file in the SD Card.
From what I hear, other USB loaders require you to change the hooktype, but I didn't need that with ULGX.
Unfamiliar with the other Brawl mods tbh