If I have a custom skin, do the other players see it as well?
If you have Trackmania United (+ Forever) with all your firewall, and ports set, then yes we can see your custom 3D vehicles, and 2D painted skins. If you don't set firewall and ports, users will see you with a default environement (Rally/Snow/Desert/BayCoast/Island/Stadium....Unted players can join and race them all) car in grey/silver.
If you only use Nations (stadium only), then no. TM Nations (+Forever) does not have the peer 2 peer sharing functions enabled. Only you see/hear your own custom files and content.
If you join a server, and see lots of custom cars, and players...those people are United players. United players can join Stadium servers, and can send out their content to everyone, meanwhile Nations only players can't send to anyone.