From what I've heard its like backing with rawhide. You pin it out on a board or other flat surface flesh out, to dry, in strips, or whole hide. I have also heard that you can soak it in a bucket of urine to get rid of the fishy smell, then rinsing in water, but I don't know if it ends up smelling like piss rather than fish as I haven't tried it.
No need to turn it into leather, though you could do that instead. In that case, I'd salt the skins and then use a tanning solution as you would with any other type of skin. Hamish.