1) the windowskin is a picture in the system folder of your game. As such it is fixed - you have one windowskin through your game (unless you're using plugins or scripts to change that) that decides on the optics of your game.
2) the format for the windowskin picture is described in the help file of all makers.
Unfortunately MV's help file is a bit short on details for it - I suggest you download and install the Ace trial just to check it's help. The windowskins of Ace and MV are structurally identical, MV is just 150% the size of Ace.
3) As for the fonts - if you want anything more than a single font for your game, again you'll need a plugin.
They are usually called "Message System" - type of plugins, and they add a lot of textcodes to the show text command, allowing you to change font, fontstyle, fontsize and more with their codes.