The only appropriate way to add your custom skin(s) to the Telerik.Web.UI.Skins.dll is to download and modify the source code of RadControls for ASP.NET AJAX. Once you add your skin(s) to the Telerik.Web.UI.Skins application, built the application and this will generate a new Telerik.Web.UI.Skins.dll including your custom skins.
Note that we do not support modifications of the source code and you should follow the guidelines provides by the following help article How to load skins from external assemblies
and the code library that you found: How to load skins from external assemblies
All the best,
the Telerik team
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