I think JO53PHS assumes you're taking skins from the skins_x folder. This is generally not something you should do.
As for all the skins that YOU want to use, they all go into your LFS/Data/Skins folder (as said above by SilverArrows77), then when in game, select your car then on the left you will find a list of skins.
Click 'New Colours', then at the bottom you should see a bar that says 'DEFAULT', click that and then choose the skin you want to use. Make sure the colour sliders are set to the far right position (White - 255, 255, 255) so you get to see skin in it's proper colours.
http://en.lfsmanual.net/wiki/Skin_Tutorial - Better explained tutorial there if you're unsure.