These are winamp classic skins so you must switch to Winamp Classic interface before attempting to use these. To choose Winamp classic interface, right click on the top part of your winamp window, select skins and choose Winamp Classic. Download the skins by clicking on the preview images. Some of the older skins are in a .zip format, others are downloaded directly as winamp extensions and have the file extension of .wsz. To use either type, download the file and place it to your skins folder of Winamp program files. The usual path is C:\Program Files\Winamp\Skins
Do not unzip them. Start winamp in the classic interface (if not already open), right click on top part of winamp window, select skins and you will find the downloaded skins listed there, click to choose a skin