The same way you'd go for any skin.
Simply add the skin files to your beatmap folder.
Note however that not all skin elements are also beatmap skinnable.
You can find a comprehensive list of skinnable files including the information about beatmap skinnability in the respective game mode's skinning wiki:
https://osu.ppy.sh/help/wiki/Skinning
You should also keep in mind that reuploading someone else's work (e.g. parts of a skin) within your beatmap without asking for permission is kind of rude so if you plan on beatmap skinning, definitively reach out to the creators if you don't make the sprites and sounds yourself.