If the skin is .osk file, then you certainly can open it with osu!, I mean, by double clicking. Dragging it in... I'm not sure if it works.
Since you said the skin is .rar or .zip file, you need to unpack the .rar or .zip file by software like winrar or something similar, and put the folder into a folder named "skins" under osu!, create one yourself if there isn't one.
Since you said the skin is .rar or .zip file, you need to unpack the .rar or .zip file by software like winrar or something similar, and put the folder into a folder named "skins" under osu!, create one yourself if there isn't one.