In Spine terminology, part images are "attachments" in slots. (other non-renderable attachment types exist like Paths and Bounding Boxes.)
Chimera and CustomSkin are simple-case scripts as well as sample code for you to understand what goes into generating dynamically generated skins right now.
It's not a requirement that the images are exported from Spine. But it's helpful to align attachments in the editor if you want to align the images with bones, as attachments do store their position/rotation/scale offsets from their parent bone.
To show that these are not requirements, you'll see other sample scripts, SpriteAttacher (which instantiates a "native" Spine Attachment object out of a Unity Sprite, and adds it to the Skeleton) and AtlasRegionAttacher (which gets a region from a Spine atlas and instantiates a Spine Attachment out of that).
The benefit of exporting your images from Spine is that it can pack them in one atlas, which means it only has to reference one texture which allows Unity to batch them into one draw call, even if you have multiple instances of that same skeleton.
Additionally, Skeleton Jsons/binaries are supposed to be able to exist relatively independently of the atlas that backs their images. You can swap the backing atlases out to different resolution versions. The skeleton only stores named regions of the atlas (or named images in cases where the runtime provides no atlasing/batching)
The end result though is that it just generates a mesh with UVs that map to texture coordinates.
The UV information comes from atlases, more specifically from regions of an atlas, which are named and you can get by name.
Spine classes Atlas
and AtlasRegion
keep information for the SkeletonRenderer to know which Unity Material holds the needed Texture.
See SpriteAttacher and AtlasRegionAttacher for sample code.
There is some indirection involved in the code as the base spine-csharp was designed to work with runtimes other than Unity.
A lot of this makes more sense if you've also tried the editor. You can download the trial if you want.