When I follow guides talking about custom skins ppl seam to have minecraft installed as a program.
Yet even after buying the game all I have access to is a one file exe that starts my game, no setup or anything.
Is the game itself installed elsewhere?
(I know I located some files in appdata, but that's about it)
Do online servers accept custom skins or will I need to send my files to the host?
Well in your appdata folder you should see a .minecraft folder look in it go to the texture pack folder.
copy and paste the zip folder for the texture pack in there.
Run minecraft click custom textures. click the texture you want and vola!.
Yes you can use your texture pack in online servers no worrys