1. You can't without editing the source code. I think.
2. Open XWE in SRB2.SRB. Find the images you want to change. Open up your addon wad. (You can't do this without an addon wad.) Insert your image with the same name as the image you want to change.
3. Copy the PLR file (This is because the game won't work if you change it to wad directly.). Rename "Copy Of xxx.plr" to "xxx.wad". Simple. PLR files are actually WAD files with a different file extention.
4. Characters are automaticly placed on 4 if you load an addon character.