First off, if you haven't already, go to this page and install the latest patch and the latest update. This isn't a strict requirement to use these files, but it is a good idea. Then come back here...

1. Right-click on the ^{[ DOWNLOAD FILE ]} link for the character sheet you want, and choose "Save As...".
2. Save it to the same directory as your other character sheets (usually C:\Program Files\GURPS Character Assistant 4). When you do so, make sure that the File Type drop-down box at the bottom says "All Files", not "Text Files", otherwise you'll need to take the next step.
3. If you're not sure what you're doing, go back and make sure Windows didn't add an extension. If Windows thinks that you're saving this as a text file, it will change the name to something like "skillfulsheet.gcs.txt". Why? Because Windows is annoying like that. If it did, change it back.
4. In GCA, open the Character Sheet Options box (it's the button all the way on the right, or you can find it in the Tools menu) and select the new character sheet from the drop-down box. Configure it to taste.
5. To print using this character sheet, choose the Print Using... option from the File Menu, and double-click on the name of this character sheet. Alternatively, you can make it your default character sheet in the Options box (found in the Tools menu.)