Hello, I am wondering how to make a custom Skill to put in the game?

Does anyone know?

Skills can be made with pure XML tuning (plus a bit of image editor work, if you want custom icons and such). Most creators also use a small script to inject some parts of the skill to avoid overwriting EA resources, but it's up to you.
The best place to start would be tutorials on XML in general, depending on your experience level, and looking at EA tuning or existing skill mods for examples of what they're made up of.

The TDESC Builder is a lifesaver as always: https://tdesc.lot51.cc/

I learned a lot from looking at what parts Icemunmun's custom skills had, and querying EA tuning which for the most part will always be named accordingly (searching the name of a skill should turn up 99% of the required files, and anything else can usually be found referenced inside those files).

I have only modify some xml in my mods, I am not the best with it. Thank you for the link!