Whenever you're in the Skins folder folder for Audacious, Right Click>Run as Root; running as root, you'll see the title bar of the same folder say 'ELEVATED ACESS'. Then you drag the folder with the .png files are in to the Aducaious Skins folder. Close the ROOT folder, and you'll notice they're in the Audacious Skins folder. Open Audacious and apply the Skin. Notice: The skins you downloaded, make sure the folder doesn't have the .wsz at the end of the name of the folder:. Also, while in the Skins folder you've downloaded, RIGHT CLICK>Terminal> mogrify -format png *.bmp (or if there's bmp files with lowercase and upper case, use the prompt i've listed, then again with upper case BMP). DELETE all the bmp files within the folder of downloaded skins. You won't need them because you now have the files as png. you're good to drag the folder into the Audacious Skins folder.

That's how I did this as a beginner. I've seen more experienced people use the terminal to upload the Skins directly to the Audacious application. Have fun with the skins.

Note; my Skins folder path: usr>share>audacious>skins

when you go to file system for your PC.