Niha is a Persian name that means "beautiful". Its literal meaning is "crystal", "diamond". Muslims can use this name since it has a good meaning. It is pronounced [(N)ew + s(I)t] + [(HA)rd] or [(N)ew + r(E)d] + [(HA)rd]. It can also be written as Neha, Nyha, Nihaa, Nehaa, Nyhaa in English. It is written as نها in Farsi.
Nayyar seems to refer to a certain clan of people in Punjab, India. The people from this group usually use the last name Nayyar. I do not know the meaning of Nayyar and I can't tell you whether it is a good name to use or not.
As for Rahman, it shouldn't be used by itself as a name, but as a last name it is sometimes acceptable, depending on the meaning of the second name. But since I do not know the meaning of the second name (Nayyar), I cannot tell you if Rahman can be used after it.