Ha, good one. Oh wait, you're serious.. well, NES games don't have files, they're one big chunk of data. Somewhere in that data is the graphics, music, sound effects and game code. If you want to rip music, it's not stored in files, rather a set of instructions for the sound hardware that's buried amongst instructions for everything else.
If you want to go about ripping and replacing music, get ready to do some debugging and assembly. Disk-based games (floppy, CD etc) do use files and work this way, but ROMs do not.