Where should i go to change skins

[Havok.]

You need to edit the texture line in the DMB (descr_model_battle.txt)
from the one you want to change to the texture you want. Any text editor will suffice. Windows XP uses notepad by default and comes already installed. You may also want to change the UI's as well to reflect the changes for the unit cards and perhaps the sprite line as well if there is one specific for that model using that texture.

As i said before, i'm clueless, so could you be more specific?