SKILL is Cadence's proprietary coding language that is based on LISP. It is built into our PCB and IC tools, for example, Allegro, Concept and Virtuoso. The core language is the same between IC and PCB, though the tool-specific interfaces are different. SKILL provides a way of customizing the tool and automating various tasks. For example, you can modify or add to the tool menus, you can call the procedural commands that you would normally trigger from the user interface, and so on.
I work with the Custom IC tools, so I do not know the best place to point you to, but I would expect that the documentation would be a great place to start.