Normally, with a store bought skin, the eyelashes are applied as part of the skin and all you have to do is push render.

(To answer your other questions, the model's eyelash is a solid arc of polygons, shaped a lot like a rainbow.   Now, in order to make the eyelashes look realish, we use a transparancy map.  This is a simple black and white image that fits the character's geometry...  the polygons that your male model is made of.     Where the Transparency map is white, the eyelashes appear.)

So...   is the skin made for the model you're using it with?  

If you click Render from the top menus, then Render Settings > Auto Settings is the blue pointer closer to draft or final?

;>

Andy!