Havent used the editor in awhile but I think u check custom path and type the exact full path of the skin you want to replace.
So if you want to replace the footman skin with the one u DLed find the path of the footman skin with like Warcraft III Viewer and type it in the custom path.
Convert your model to mdl and open it up in a text program. Find the path it uses for the skin and change it to what you want. Then name the skin exactly like it was in the mdl and put it in the same path as u specified in the mdl. Import both in.