There are three methods available to install a skin:  1.) In most cases, left-clicking on the link should automatically install the skin.  2.) Right-click on the link and select "Save target/link As..."; double-click on the .wsz file and the skin should install itself.  3.) Save the file in your skin directory, open your Skin Browser and select the skin you want. 

If you have an LoK related skin you've made, and would like to see it uploaded here, you may send it to .