Well, lets see... it should be fairly simple. In the data folder, subfolder "Stage", you'll find the data for tilesets and such. If you're working with pbm then they'll be the Prt(tileset name).pbm files. Copy that over into the new data>Stage folder, along with a file with the same name as the tileset but with the .pxa extension - this contains all the information pertaining to what tile is what type, I believe. And, that should be all it takes.
Oh, and incase I slightly misunderstood you, to use a new graphics sheet just put it into the stage folder with the letters Prt at the start of the tileset name. Then CE should be able to recognize it and stuff.