There are probably loads of tutorials about how to import skins, but I can't remember any links right now.
anyway
first of all, you need the expansion pack, The Frozen Throne, otherwize it won't work.
you open the map you want to import a skin in to, then you open the import manager, you import a skin.
then all you have to do is give the skin the right path to the model it should use, save the map, close the map, close WE, and open everything again.
It should work