Each RPG Maker handles windowskins differently. This tutorial shows how to successfully import and use windowskins in RMXP, VX, VXA and MV.
To use any of the windowskins featured here, right-click the windowskin of your choice and save it onto your hard drive. Do NOT save it directly into the RPG Maker folders. Instead, use the "Import" function under "Resource Manager" (F10), except for RMMV where you DO save directly into the system folder to use.
Note: RMVX windowskins WILL work in RMVXA, but the default Window colour (set in the System tab of the Database) will override the windowskin background and will require the RMVX To RMVXA Windowskin Tweak.