If your are talking aobut an online (ingame) skin they are automatically downloaded to you.
If on the other hand you are talking about an offline only skin this is how to it.
1) Look in the AH2/Skins folders.
2) Look at the last number for the aircraft skin you want to install. E.g. if it is a Spit9 look at the last number of the Spit9x.res files. If it is for example Spit96.res create a folder in the Skins folder one number higher, in this case Spit97.
3) Copy the 'new' skin into the folder you just created.
4) If it didnt include an description file, create one with the name of the 'base plane' in this case spit9. This should be a plain text file made using either notepad or wordpad and should contain a description of the skin. Using the spit9 as an example it may be RAF, 39 Sqn, 1944
Note skins added this way are ONLY viewable offline.