Hi Auri,
During initial installations when it creates the first site, it "should" copy the skins from /Data/skins to /Data/Sites/[SiteID]/skins
Typically SiteID = 1 in a new installation so it should copy to /Data/Sites/1/skins
If for some reason that step failed possibly due to folder permission issues, you can copy them manually and then they will show up in the list.
Hope it helps,
Joe