Import the skin in word editor, and there should be a path in the readme.txt file, that you got with the zip of the skin, or under the skin's picture from the site you DLed it from. Copy the path, and in the import manager (WCIII Worldedit), double click on the imported skin, and tick the box "use custom path", and paste the skin's path.
Sorry for the lack of screenshots, but I don't have WCIII installed.
EDIT: I think the demon hunter texture path is: Textures\HeroDemonHunter.blp, not sure tough