Ah okay. So I'll try to explain this best I can, sorry if it's a little confusing.
1. So open up "Cheats", and select "Game Genie, Pro-Action Replay Codes"
2. This link here has pretty much all the codes you need: http://www.erick.guillen.com.mx/Codes/SNES Fire Emblem 4.txt. Say we want to pair up Finn and Lachesis, right? On the cheat page it will list everyone's lover codes, and if you scroll down further you'll find their lover digits. So Lachesis' code is "7E2B18 XX". We want to make her lover Finn, so we'll replace the "XX" with Finn's lover digit, which would be "05". So the code would be "7E2B1805". Same with Finn, take his code "7E2C38 XX" and replace "XX" with Lachesis' digit, "12". "7E2C3812". You need to put both character's codes and digits in for it to work.
3. Paste the cheat code into the little "Enter Cheat Code" place, and you can add a description if you want. Then click "Add". The cheat should show up in the list, so hit the check box on it, close the cheats window, and it's done.
Let me know if you can any more questions.