1. extract .zip file so you find .blp file (this is the main skin file).
2. Import it on your map using import manager on object editor.
3. change the path with the right path, first you must check "use custom path" box. To find the right path you can use Warcraft 3 viewer, a very useful tool for wc3 modder, download it from this site. Or some times the author give the right path on skin's comment.
4. To see the changes, save your map close your world editor, then open your map again, if you do it correctly, you will see the changes on the unit which is skinned.