If you are just downloading texture images (.pngs):
Use sparkIV to open vehicles.img, find the vehicle that you are editing the skin of, press the edit button with the texture file of that car selected, on the left pane find the texture you are replacing (if it's a main body for the car, it's probably called police_sign_1/2/3/4) and then press the import button, find the image you have downloaded and select it and it should replace what was there. Then save and close.
If you are downloading layered/mapped texture files (.wtd) then you just use sparkiv and import the new file.