First you need NIFSkope program that uses and creates .nif files (for Oblivion, Skyrim, Morrowind...).
Then with Nifskope, you can export a file as an ".obj" file for Blender modeling program, or import from Blender in the form of .3ds or .obj files format. Once you add texture to the file, "Save as" ... ("Filename.nif") in Nifskope, and you create a NIF File for use in the game Construction Set / CK / Creation Kit.
import .3ds, .obj [ from Blender ]
export .obj [ to Blender ]
Save As "filename.nif"