skins are all the colours and the game interface the model has in the game.
If you can't exactly import all the models, then simply open the xxx.mdx file (xxx stands for the name of yer model; this file u find in your downloaded zip-package) with the normal windows texteditor. U will see some curios symbols, but u also will find in the first 3 text lines all the names of the skins the model will use, e.g. TeamColor8x8.blp .
In the zip-package u downloaded u will also find some of these .blp datas (blp stands for blizzard-picture). Import them in your map in the World Editor and give them the custom paths which u find in the text-editor opened .mdx file.
Then there are 2 possible ways for the import-model-paths:
1. the way is war3mapimported\xxx.mdx
2 the way is simply xxx.mdx
.
so far for the models.
---------------
Spells u can also simply import in your map (open the .w3x file with thwe world editor, then look in the trigger datas and the imported files of this opened map-file.
If u have some additional questions or didnt understand this way i told u, simply PM me and i send u some example-pictures.