You upload and install skins pretty much like you upload and install modules, using functionality that is part of DotNetNuke.
Under the Host menu look for the Skins submenu. You will find "Upload Skin" and "Upload Container" links at the bottom of the page, and also in the dropdown next to "Skins" at the top left.
On the Install Skin Package page, you browse and select the ZIP file that contains the skin. Then click "Install Skin Package". Assuming that your skin has been packaged into the zip file correctly, that's all. Any containers that are part of the skin package will be installed, so you needn't do that separately.
There are a lot of good tutorials at DNN Creative Magazine. Look at all of those for beginners. In particular, look at
How to Install a Skin and Container in DotNetNuke.