Well...
First off, you need to Import the skin into World Editor. To do this, find the Import Manager in the Modules menu (or hit F12). Go to File, then Import File, and find your Warlock model. Once it's imported it should say something like war3mapimported\warlock (or whatever the skin's called). This is the filepath, and it needs to be changed to match the model's skin you're trying to change. Now, you said Eredar Warlock right? Well, you're going to have to be a bit more specific than that. There's a purple and red one, but due to the fact that they're so similar and both work off teh same MDX (or model) file it shouldn't matter. Go into the imported skin's properties and type this in the available space-
textures\eredarred.blp
Simply place a red eredar on the map. The new skin won't show up until you've saved the map and closed/reopened world editior, but it'll show up automatically if you hit test map.