Since the official website with skins is not available anymore, you will have to use Google Search and the websites listed through the Search engine to download Skins. Once you download a skin file, double click it and it should be added to Winamp automatically.
Download Skins: https://goo.gl/Edsf1I
To change the skins between them, then open Winamp and press CTRL + P to bring the Preferences menu, then go to Skins and double click the skin you want to activate and that's it. Use the image below as guidance.