By programming it with the Lua programming language by using Hedgewars' Lua API.
You first have to learn how to program in Lua. See https://www.lua.org to learn more about Lua. Lua is one of the easier programming languages to learn.
Continue by reading these articles:

• Lua Guide
• Missions

Feel free to ask for specific help in the forums or in the Hedgewars chatroom.

You can also use HedgeEditor to create missions, but it is very experimental and rather unwieldy to use, and it can't be used to create more complex missions.