I actually made a video tutorial on skinning components, check it out in the tutorials section.
As for skinning a robot, go into the bot lab, click the paintshop button (or whatever the

its called), go to the bottom and click the "Export Bot Template."
Once you've done that, go to your main RA2 folder, open it, then open the folder called "Custom Textures." Look for your exported template, paint on it with whatever program you wish but remember to save it as .BMP. Go back into your bot lab and hit "Import Custom Texture" (or whatever its called) and your bot will have the new paint job.