To create a spectral library in Skyline, you go to:
Settings > Peptide Settings > Library
and press the "Build" button to bring up the "Build Library" dialog.
Type something in the "Name" field, and then press the Browse button to find a location on disk to save your .blib file.
Then press the next button, and on the next page, you would use the "Add Files" button to tell Skyline where to find your peptide search results files.
I believe your Peptide Shaker you would be pointing Skyline at files with the ".mzid" extension.
On the first page of the Build Library dialog, there's the Cut-off score (defaults to 0.95) and the "Include ambiguous matches" checkbox. Both of these might have an impact on the number of peptides that make it into your library.
If you would like, you could send us your files. Maybe send us the .blib files that you created, and also your peptide search results. It would probably be helpful if you could send us a screenshot of what you are seeing in PeakView, and we might be able to figure out why certain peptides or transitions did not make it into the library.
Files that are less than 50MB can be attached to this support request. If you need to send us larger files, you can upload them here: