That error happens when you try to open something which is not a Skyline document (.sky).
It looks like you are trying to open a .raw file as if it were a Skyline document, which is not the right thing to do.
Skyline can extract chromatograms but you have to first give Skyline a list of targets (e.g. peptides), and after that, you can use the menu item:
File > Import > Results
to extract chromatograms from a .raw file.
There are many tutorials that can help you get started with Skyline. Can you tell us more about what sort of experiment you did and what type of data you have?
If you have a triple quadrupole machine, you might want to start with the Targeted Method Editing tutorial:
If you have a different sort of mass spectrometer, then the MS1 full scan filtering tutorial might be the right one:
Hope this helps,