Creating whole leagues can take it's time.
If you want help, maybe you could create a league creation thread like this one, and ask people if they want to get involved in your project (I can't help you much because I already have my giant list of teams to do):
http://www.pesgaming.com/showthread.php?t=101052
Is it PS4? If it is, to make it into an option file, you need to use the "Export team" function. Export the teams (bin files) to a usb pendrive (those bin files contain the players/team information, everything except the images - logos and kits). Then, on the computer, put the bin files, all the kits and logos in a folder (the images need to have the same name as when they were imported to the ps4), make a zip file and upload it to some website like Google Drive or Mediafire.
(If you're playing on PC, I can't help you, sorry

)
Here are some good websites to help you:
www.thefinalball.com - very good website for squads. Has almost every team in the world.
www.transfermarkt.com - very good for squads too. Has market values of players, formations, etc. For a lot of teams from several leagues around the world.
http://pesstatsdatabase.com/ - if a player is/was on a PES game, his stats are probably here.
Good luck!