let's see.. you skin like this..
you first observe how the skin looks on a model, then how it looks as texture. then, keeping in mind how it looks on the model, you try to adapt the texture. and when you've done the rough WIP with all the details and you're happy how it looks on the model, you then add shadows and highlights to it, keeping in mind that the "sun" "shines" directly above them ingame. and according to that and how the skin parts are placed, you add the shadows and highlights
that is the basis of war3 texturing. the rest can be explained by pretty much any art tutorial.. (preferably gimp or photoshop ones)