NSFs do not work that way. See for instance https://www.romhacking.net/forum/index.php?topic=30083.0
If you want to change the music in Earthbound Zero, you will have to determine how the music is stored in the ROM, and then find some way to convert the music you want into that format.
This is not at all easy to do – unless someone out there has done it already.
(Alternatively, you can find some way to remove its music engine entirely and replace it with new code, but that is obviously not easier.)