Is the skin showing up in the "skins" folder or in the game at all? Try not clicking on the "user" skin but one that is not "default" or "user", if any show up. If not then youll most likely need to convert the skin into the folder form (out of the .osk file format) and then you can simply drag it into the "Skins" folder in the osu! folder and reload osu! and it should appear.