I am not sure that I understand your question.
The tool to convert wiff (or any format) files to .mzML is called "MSConvert". MSConvert comes with ProteoWizard, which you can install from here:
Skyline cannot convert wiff files, but Skyline can read wiff files directly. The menu item in Skyline to extract chromatograms from wiff files is:
File > Import > Results
but there are a bunch of other steps involving specifying your target molecules etc that you have to do in Skyline before you are ready to extract chromatograms.
You also need the .wiff.scan files that came with your .wiff files. The .wiff and .wiff.scan file need to always be next to each other-- there is nothing that you can do with just the .wiff files that you have attached. You also need the .wiff.scan files.
I hope this answers your question.
If you are interested in using Skyline for lipidomics, you might find it helpful to start with the Small Molecule Targets tutorial: