What is NVSE? I assume NV is New Vegas, but SE?
And to start GECK, download it from the site, un-rar / un-zip the contents to your FNV main folder, not the data folder, the base install folder.
Open GECK up, select File > Data then select the .ESM's (For now, just the main.esm should do.) that you need / want to edit with.
If you didn't already know, the ESM has all the objects, sound, lights etc inside of it.
If you want to create one, don't select one, then start creating world spaces and save it for later.
Then select the .esp you want to edit then set it as your active file.
You need to follow these steps each time you restart GECK, except for the installation of course.
You'll know whats apart of the mod because it will have an * (asterisk) next to it.
Edit: I realize most of this you might already know, just covering all the bases.