Skyline will accept anything that looks like a series of amino acid residues (optionally with modifications specified inline) in the Edit > Insert > Peptides form. Alternatively, you can also: 1) select the empty element at the bottom and just type them in, 2) paste a list of sequences directly into the Targets list with Edit > Paste (Ctrl-V).
Skyline differentiates between what it considers a "peptide list" with no protein sequence backing and a "protein". There are ways of associating even unconstrained cleavage peptides with a protein, though. I believe Refine > Associate Proteins should work with any sequence match, by allowing you to string match the peptide amino acid sequence to the protein sequences provided. It is also possible to use a background proteome, but that may be limited to at least semi-cleavage.
So, the simple answer to your question is, yes, this is well supported. Hopefully, you can work out how to use the features I have mentioned to fulfill your needs. Good luck with your research.