According to the design of the system, if you are on a server where others are using custom skins, you will have an option to automatically download them. If there is another person that is using the same car as a base, for example, the #5 corvette and has named the skin file the same, it is likely that things might get messed up, so be careful.
As to creating the .veh file, you have not had to do that in the past, so not sure why you would need to do that now for rF2. I have created custom skins for my vehicles without creating a .veh file and they have shown in game no problem. The naming convention is that you can not exceed 10 or 11 characters before the period and there must be the word Alt in the skin name, other than that, anything goes. If you create a name that doesn't show, try something else with the name to see what you can come up with. Make sure you are placing the skin in the correct folder, which can be created through the UI when you are viewing the car. There is a button to create the folder.