Clicking on the preferences link in the middle left while logged in then click on the Skin button to change your skin. You can also preview the skin by click the (preview) links next to each skin.
You can make changes to the current skin's stylesheet file (CSS) by creating a subpage of your userpage, "User:You/monobook.css" for example. This requires your site admin to have enabled this feature -- if it is, you will see advice text at the top of your custom CSS page about clearing your browser's cache.
See also
Help:Skins
