It doesn’t. I posted a reply to the same comment before I saw your question. Even the books I mentioned didn’t really get into it. I tried a search for some that did and ran across Constructing a Microprogrammed Computer by O.J. Mengali which looks interesting. It says it has you implement the microcode for 4 different architectures. I’m going to check it out.

Ah that's a shame. I had a computer systems course at uni where we were playing around with the microcode from the MIC-1 created by Tanenbaum. I sort of figured that Nand2Tetris just had that in it.