Does anyone know how to modify the .DAT files for Crusade In Europe?

It's a matter of dining some which can read them. .dat is generic, no specific app which will open it. There is this, might work, or at least give you some idea on how to start:
https://github.com/institution/mpskit

Specifically, what are you seeking to do?

It could be as simple as cramming a file into Atom or a hex editor.