The Select Skin screen allows you to browse, preview and select ThemeBuilder skins
If you want to choose a skin for whole the site, you'll need to have Site Administrator privileges. Go in to the Administration Console, and select the Themes link from the navigation bar.
Select Theme Builder as the theme for the site/space and then go to ThemeBuilder > Edit Skins if you need to further configure the theme.
If you want to choose a skin for a space, you'll need to be a Space Administrator for that space, or a Site Administrator. Go in to Space Admin and choose the Themes link from the navigation bar.
Select Theme Builder as the theme for the site/space in the Look and Feel > Theme tab.
Then in the ThemeBuilder tab, choose the skin and 'Save'
If you have sufficient privileges you'll also see a tab for Edit Skins which allows you to access the Skin Editor, and the Set Parent Space tab (Site Administrators only).
You will need to ask a Site Administrator to select the skin on your behalf or remove the "Skin Lock" from your space using the Manage Spaces screen.
If you get a warning message stating that you're not allowed to select the skin, it's because the person who designed the skin has restricted which user groups can choose it for their space design on the Permissions Screen in the Skin Editor.
In order to select the skin you'll either need to become a member of the user group or ask a Site Administrator to set the skin on your behalf.