The basic UI skin itself is: 4 textures, inventory, inventory cover and 1 additional clock texture.
Image - Console Texture 1 - UI\Console\Human\HumanUITile01.blp
Image - Console Texture 2 - UI\Console\Human\HumanUITile02.blp
Image - Console Texture 3 - UI\Console\Human\HumanUITile03.blp
Image - Console Texture 4 - UI\Console\Human\HumanUITile04.blp
Image - Console Inventory - UI\Console\Human\HumanUITile-InventoryCover.blp
Image - Console Inventory None - UI\Widgets\Console\Human\human-inventory-slotfiller.blp
Time indicator frame - UI\Console\Human\HumanUITile-TimeIndicatorFrame.blp
To avoid incorrectness, I suggest you also replace them in Advanced -> Game Interface, on the Image - Console section.
That's the basic thingie. Of course, it's cool to add more things, like menu border, backgrounds, cinematic border, etc. The options for them are at the same place. Good luck!