Skyline can import both Shimadzu native .lcd files and .mzXML files. So, you should be set for importing your data.
Skyline supports specifying any amino acid sequence as a "peptide". It need not be a true peptide that underwent protease cleavage. This has been used to study larger neuropeptides which also experience no protease cleavage, and you can just add an arbitrary list of synthetic peptides with no relation to a protein and no implied cleavage. You can either just paste these into Skyline as a line-sperated list or you can use Edit > Insert > Peptides and past into the grid you are presented. The fact that Skyline will consider your list of targeted sequences a "peptide list" is unimportant. It is really a list of targeted amino acid sequence molecules.
When you paste "peptides" like this, you can also specify a charge state by adding pluses to the end of the sequence, and after charge 4, you can use the format Skyline uses:
<long AA sequence>++++++++++++
<long AA sequence>, +12
You may also need to adjust your Transition Settings - Instrument tab Max m/z value, if these intact proteins have high m/z values, though, not if they have high enough charge states to fall within the normal range.
Hope this helps. Please keep us posted on any issues you find performing your experiment.