Hello and welcome to the forum
Currently changing forum skin is not available but I hope this option will be added in the future.
If you are talking about skins for Maxthon browser then you have probably two options:
1. Use default skin and be satisfied with changing it's color theme in Main menu > Skins.
2. Find skin you like in this forum section or in the old forum skin section. Some skins are also available in the Extension Center, but unfortunately not for latest Maxthon 4.
After download, you can simply double click the file (it's extension is *.mxskin) and then confirm you want to apply it