once you download the file, you should just be able to double-click it and osu! will automatically open and apply it. If not, then manually place the downloaded folder into the skin folder which you can open in the osu! options
Tell me Wheein isn't gorgeous and see what happens
Hi there! To elaborate on Sandy Hoey's reply, if it's a .osk file, just click it and select osu! as the program to open it with. In the case that it's a .zip, you can just change the extension to .osk and it will be able to be launched in the same way.