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:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_method_edit

If you have a different sort of mass spectrometer, then the MS1 full scan filtering tutorial might be the right one:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_ms1_filtering

Hope this helps,
-- Nick

Thank you for responding. The experiment were doing is on RNA and I went to the tutorial for the MS1 that you suggested, but then another problem occur during the tutorial which is the digestion part, what does it mean by enzyme, because we not during a peptide or anything with protein.

If you are working with molecules that are not peptides, then you should start with the small molecule tutorial:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_small_molecule
-- Nick

Also, note that there are now 4 tutorials on small molecules in Skyline. You can find the full list under the heading "Small Molecules" here:

https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorials

Hi, again. I made the transition list with the small molecule, but then when I finish the list and tried to open the raw file, again it still wont let me open the raw file. The reason I doing is so that I can get my retention times on a calibrate curve/line. But, I keep having the same problem, I add the picture to illustrate the problem. Do anyone know how to fix this problem?

I really think you should work through some of the tutorial material. You cannot perform File > Open on a .raw file in Skyline. The most common operation involving .raw files in Skyline is File > Import > Results. It seems impossible to do any of the tutorials and not know this.