Have images that are the names of those skin elements in the Song Folder.
For example, if you want to change "the images that are coming from the side", make an image called "comboburst.png" inside your song folder.
You can view all skinnable elements in the Template Skin (You can download that off osu-me).
There's also a few rules when it comes to making a custom skin for the song:
- If you make a hitcircle.png (The background to the hitcircle), then you must make a hitcircleoverlay.png and maybe even an approachcircle.png . You can also rip them from the template skin. This is to prevent other skins from clashing.
- Combobursts cannot exceed 500 pixels in width.
And that's pretty much it.
If you're still lost, go find a beatmap with custom skin elements and open that song folder up. You'll see what I mean then.