Well it works a bit different here because it's an online game. The developers take the skins made by the community and look at them to determine if they are lore friendly, meaning if they would fit into the game from a story perspective. They also check through the voting system on the skins if the skin is wanted or not. After all that they sometimes have in-house developers, meaning developers of the actual game take the skin and check it for bugs or glitches and if it looks good. Then they have to integrate the skin into the game so it's on everyones version of the game.
You for example can't view a picture unless you download it, so similar to skins, which are just stretched pictures over the warframes, you have to get it from somewhere to see it, so evey player needs to have a file which has the textures (the picture) of the skin in their game files.

This is WAY more effort and needs far more manpower than modding a single player game if you want everyone to see the skin you just downloaded, so only a slecet few actually make it into the game and are then purchasable for real life money because there is so much manpower involved in actually making them work for everyone.

So no, you can't download skins directly. You have to vote on the skins and wait for the next generation of TennoGen to pass so the most popular skins make it into the game.

You can check the already available skins directly from the cosmetics menue ingame or from the tennogen menue in the market.