I think you mean the import manager, it's under the moduels tab or windows, I forget because I don't have it open and WC3FT CD is not in my cd-rom drive and I don't feel like diggin around for it... but once you have the import manager open, simply import the skin and save it as the right pathing for the unit/model
OH but you can select units from the object editor too or the respective tabs there in, I have to be honest I can't tell what your asking, some1 else help him hahaha