Is it possible to download characters in games?

Alot of you may know SSBB (Super Smash Bros. Brawl) Well I was surfing the web and I find a website...It had all the characters in SSBB. If you we're to click on one then it would take you to pictures of that character by textured differnt by other players. And player we're able to download the characters. And I was thinking that if you had WiiConnect24 or something from your game system downloaded on your computer (Like a file) then you'd be able to use the character as a costume for the original characters or something... Heres a link to the site: http://forums.kc-mm.com/index.php. This is so you know what I'm talking about. If the link doesn't work try copying and pasting. (Please respond with your answer)