It sounds like you are working through this tutorial:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_dia&show=html

In your first screenshot, the error message is saying that it could not find the file "20130311_DDA_Pit01.mzML".

The data files that you need for the tutorial can be downloaded from here:
https://skyline.ms/tutorials/DIA-20_2.zip
alternatively, if you want a smaller set of files to download you can download this:
https://skyline.ms/tutorials/DIALibrary-20_2.zip

When you unzip either of those .zip files, the file "20130311_DDA_Pit01.mzXML" should end up in the same folder as "interact-20130311_DDA_Pit01.pep.xml" and you should be able to complete the steps of the tutorial.

In the second screenshot, it sounds like you are at the "Export Isolation List" step of the tutorial.
https://skyline.ms/tutorials/24-1/DIA/en/#figure8

The Export Isolation List dialog asks you which instrument type you are exporting an isolation list for. The type of instrument that you choose affects the filename extension that will be chosen in the dialog where you save the file. The tutorial steps say to choose "Thermo Q Exactive" which will cause that filename extension to be ".csv". If you instead choose something from "Waters" then the filename extension will be ".mrm".
-- Nick

Hello Nick

Thanks for your response.
Unfortunately, while my learning process I had faced multiple of obstacles using Skyline.
1. I am using the Water's instrument.
2. I found out that I need to convert the .raw files, from instrument to .mzML files, and centroid it.
I did that using Skyline team recommendation to convert with MSConvertGUI.
3. After converting and following the steps that I learned in tutorial for DIA analysis, I am still not able to get results.
4. The program starting the import of the results, I can see that it is drawing the spectra. At some point, it stops and shows the message that no data has been imported or the other message that I am getting is " that my file is not centroid".

I would deeply appreciate, if you can guide me through the process.

Thanks in advance.
Gor.

Why do you think you need to convert your .raw files to .mzML?
Skyline understands all of the same raw file formats as MSConvert with the exception of Bruker .yep files which Skyline does not include support for in order to save on download size.

If you are using .mzML files, and if your settings on the Full Scan tab at "Settings > Transition Settings" say "Centroid", then, yes, the .mzML file does need to be centroided.
The reason for this is that Skyline wants to use the vendor (i.e. Waters) centroiding algorithms, and those algorithms are only available when reading the original raw data.
So, if you want to use .mzML files with Skyline and you want Skyline to be using centroided data then MSConvert needs to have been told to centroid the data.
The way to tell MSConvertGUI to centroid the data is to choose "Peak Picking" in the "Filters" box and then press "Add".

If you want to use .mzML files that have not been centroided then you could choose a different sort of Mass Analyzer on the Full Scan tab such as "TOF".
Alternatively you could keep that as "Centroided" and tell Skyline to extract chromatograms from the original Waters .raw folders instead of mzML.

If you are still having trouble you can send us your files.
In Skyline you can use the menu item:
File > Share
to create a .zip file containing your Skyline document and supporting files including extracted chromatograms.

Files which are less than 50MB can be attached to these support requests. You should probably send us your .mzML files and your .raw folders and that .sky.zip file. Those will probably be much bigger than 50MB so you can package everything up into a .zip file and upload it here:
https://skyline.ms/files.url
-- Nick

Thanks a lot for response.

I knew that my data was not centroid, and thought that I have to convert it to centroid.
I will follow your suggestions and follow up with my results.

Best,
Gor.