Many try to open the Nehrim Files with the TES-CS from the Oblivion-Directory. But this is false!
The two files NehrimData.esp + Nehrim.esm are just placeholders with zero content. You have to proceed differently to modding Nehrim.

You need these two files from your Oblivion-Directory (I'm assuming, that you have the latest "TES-CS_vers.1.2.404" installed):
TESConstructionSet.exe
ssce5432.dll

Copy this into the Nehrim Directory:
Nehrim\TESConstructionSet.exe
Nehrim\ssce5432.dll

Now you can modding Nehrim with the TESConstructionSet.exe from the Nehrim-Directory.
Attention! The file NehrimData.esp should not to be loaded. It is not needed for modding and may later cause unnecessary troubles. Please only upload Nehrim.esm!