Just move the contents of the archived root folder and move them into
*Wherever your NazoBmPlay directory is*/_nbmfiles
Open up the exe file named NazoBmPlay in the directory where you exctracted NazoBmPlay.
Click on the 3rd tab after the one that says BMS.
One will say DP, 1P & 2P.
Match the correct skin to each one. example: 1P to 1P, 2P to 2P, and so on.
Go back to the 1st tab, And click the lower-right corner button, choose a song and your skin will appear!
Have fun!