One of the most sought-after searches (according to Statcounter anyway) is about converting windowskins between RPG Makers.
There are several methods for doing this, but one of the best and easiest ways is Hiper Windowskin Maker.
Import RMXP windowskins into Hiper Windowskin Maker and you can convert to RMVX/VXA by selecting the parts and applying them to the RMVX/VXA windowskins, which can then be saved and imported for use.
RMVXA windowskins are exactly the same as RMVX ones, so there’s no need for additional conversion. However, RMVXA’s windowskin colours (defined in the "System" tab of the Database) overrides the background graphics. For this reason, I’d recommend my RMVX to RMVXA Windowskin Tweak.
There is no definitive or reliable method that I’ve found to convert RMVX/VXA windowskins to RMXP because of the different format layout it uses. (If you know of any utilities or scripts that can achieve this, let me know and I’ll try them out.)