At first, you need to download any of the available files here on this site. 

Then you have to put the downloaded file (.pk3 file) in the Urban Terror Directory (q3ut4). 

Usually, when you download a skin, the files already have got a name like "zzzemeraldknife.pk3"; this is because Urban Terror will detect and apply the skin file with the highest letter in alphabetical order at the beginning of the name. 

So, when you put the file into the folder, with "zzz" at the beginning of the name, the game will detect it, and you can enjoy your skin ingame.

If you want to change the skin, you dont have to delete the file. Just put the second file into the folder as well, but put another "z" in the name. (zzzzexample.pk3). The game will now detect the new skin after you restart the game client. If you want to, you can delete the "zzz" in the name of your first skin.

Usually the hand and knife skins are one file, so you have both in one. 

But there are several only knife, or only hand skins.

If you are familiar with the Quake 3 engine game data file system (.pk3), you can play around and combine some skins.
(you can edit .pk3 files with Winrar for example).

Shadow skins and weapon skins mostly are single files.

You can even create your own custom skins, if you know how to. But this is not what this website is about, so unfortunately you will not find any tutorial on how to create custom skins here.

Feel free to look around and download any skin you like.

Happy playing :)