So typically it will copy them from /Data/skins to /Data/Sites/1/skins. It will only do this if the /Data/Sites/1/skins folder does not exist. Sometimes during installation it may copy some of the files but not all of them and the result will be that your site has no style. If you manually copy the /Data/skins folder to /Data/Sites/[SiteID]/skins and then touch your Web.config file (ie download it an upload it again or type a space in it and save it) to clear the server cache and then also clear your browser cache it will fix the problem. Typically, SiteID will be 1 in a single site installation.