Those could be either different models ( Anything that's drastically different from the generic T or CT model, shapewise, like in zombie mods+ chewbaca for example on star-wars servers ), or skins ( A different material wrapped around the model, like the 1337 guy having a camouflage suite as opposed to his generic suit ).
They can be installed on your client side ( on your computer ) so that every server you join ( as long as the server has sv_pure set to 0. sv_pure is a command to enforce consistency with materials/models, so you wouldn't see it ) has your custom models.
Mani Admin enabled servers have an option set where you download their own customs skins from that server, and every time you join that specific server, the same custom skins apply.
Are you running your own server, or do you simply want to know how to set up your own custom skins?
FPSBANANA > The FPS Customization Community has a huge selection, as well as read-me's and instructions how to install skins for yourself.
You can do weapons, props, models, entire maps, etc.
Let me know if you have any questions!