Select one of the latest skins, you will see the body is missing parts. Then, search the item depending of the class. They are called class_zombie (Obviously, class means the class duh), then apply the item to the body like a normal hat and done.
You know that the tf2 models originally have 4 skins? (Red, Blu, Red uber and Blu uber). Now, in the last update, they added 4 more skins, (Zombie red, Zombie blu, Zombie red uber and Zombie blu uber.)