I think the 'skin' for a gallery would exist in the css you have created for the div or element on your page that contains (the developers' code) for that gallery.
For instance, I have added a gallery (customised slideshow wide) to a styled div (within a styled div) on the home page of a site HERE .
In that example, the white 'photo' border, the 1 pixel back border and the 'blurred shadow' effect below it are styles appried to two containing divs. The slideshow itself consists of only the images that the gallery consists of.
I could as easily have made it appear to be skinned in any other way depending on the styling of the containing elements.
The css for the gallery used can also be adjusted to reflect site styles/colours if you are using a different gallery 'type'.