"When I download the maps, do I just unzip them to my base folder, same thing with skins."
"Also when I search for games, is the best way by just starting up Jediknight through the CD?? or is gamespy any good, haven't had too much luck with them in the past, but where would be the best place to find good rooms?"
The ingame browser works fine for me, however I recently installed GameSpy Arcade and it's actually rather good. You should give it a try, add a few skins, play around, just have fun.
"ALSO...There seem to be a lot of skins out there for the game,,,is there a skins pack for all of them?? I'm sure not, just curious though."
Nothing made SO FAR that I'm aware of, I'm pretty sure that there's one in the making or being planned. You can double check in the Skinning Forum