Most people have no need to ever use Visual Studio with DotNetNuke. You need to do that only if you plan to create custom modules or modify the source (and that's almost never a good idea).
The install and upgrade packages are what most of us need and should use. To create a new installation, just unzip the install package into a directory and point a web site at it. After creating an empty database, you just browse to the site and use the Wizard to complete the installation!
The whole idea behind DotNetNuke is that a use can create a custom web portal with a custom look and never have to touch code. The "skin" is the component that you deal with to change the look and feel of the site. I would recommend that you aquire copies of "Professional DotNetNuke 4" to learn about the framework. There is also a new book on skinning: Beginning DotNetNuke Skinning and Design. For a great web resource, visit DNNCreative.com, a subscription site that has some great video tutorials and a free "Skinning Toolkit."