Step 1: Open your Steam Library > Right click on Onimusha Warlords > Manage > Browse Local Files.
Step 2: Click "IMAGE" > "PLD_HD". (OPTIONAL BUT RECOMMENDED, make a copy of everything in this folder so that you may unload desired skins at will.)
Step 3: Paste all of the mod files into the corresponding folders.
Step 4: Launch Onimusha Warlords.