First you should know that World of Warcraft only understands .blp and .tga, this means all files must be converted to those formats to work. It is best if you use BLP2PNG
to make your end file a .blp. Their are other things available as well like BLP2TGA. Graphic file sizes must be powers of 2, like 128, 256 so on and so forth.
The GrimUI skin templates were designed in Adobe Photoshop 7 and Photoshop CS4. You can edit them with a number of different programs though or convert the files. They provide the size and shape your art needs to be.
In the skin template package you will find 6 files. The name of the file corresponds with that of the names of the art in the GrimUI\Art\Skin# directory's. Once you have created your art and converted it to .blp you can copy it into the Skin# directory.
Once you are in the game you should be able to then select the skin from the GrimUI options panel in the Blizzard Interface Options window.
GrimUI Skin Templates