Working with a standard style nut, if you have determined that any of the slots in the nut are too low (usually due to wear and age) you may want to consider replacing the nut at this point since it will interfere with your setup whilst in that condition. It is possible to backfill and re-cut nut slots that are too low using a small amount of dust sanded from either the same nut or one of matching material and cyanoacrylate glue, however this procedure is fairly advanced and nut replacement is often quicker and simpler.
If any of the slots are too high - causing excessive distance in the measurement between the bottom of the string and the first fret - you can remove the string and file down the slot to a more appropriate height. If you choose to do so, care must be taken since you can always take more off but adding it back may leave you having to replace the nut as in the previous scenario! Special nut slotting files for this type of repair can be purchased at many fine luthier supply shops, or alternatively welding tip cleaner sets can achieve the same aim. Your goal is to have the clearance as close as possible all the way across the board.
Working with a locking style nut your choices are more limited since filing down the slot is not an option. Instead you must determine whether you need to either remove or add height adjustment shims under the nut itself. There are many different styles and thicknesses of nut shims available. Most are available in either half length (only placed under one side of the nut) or full length versions and all are available in different thicknesses. If necessary you can even combine two or more to achieve the desired clearance across the fretboard.