Quite often it is not very clear on how to install your new skin in Dotnetnuke. DNN needs you to login with the host account. Then in DNN 4.9 click 'skins' on the host menu and then 'upload skin' from the dropdown menu next to the skin header. You need to point the 'browse' button to the zip file that contains your skin. This is often inside a number of zip files if you have purchased the skin from a vendor, so you will have to extract them first.