A skill is essentially just a markdown file, containing whatever instructions you want, possibly linking to other markdown files and/or scripts to avoid context pollution.
What skills give you is autodiscovery. You need to somehow tell the agent that documentation exists and when it should be looked at, and that's exactly what the skills standard does. It's a standardized format for documentation that harnesses can automatically detect and inform agents about, without them having to do many useless calls on every single turn to see if there are any skills present.