Hi Marie,
Skyline can build a library from Spectrum Mill results. There is a function to export pepXML and mzXML, which can be used in the Skyline library build feature. So, if you have Spectrum Mill peptide identifications, I hope you can export this type of pepXML and mzXML. I am pretty sure others have done this successfully. I remember we had to implement support for a non-standard mzXML attribute specifying the drift time of the identified spectra.
Hope this is helpful. You might also contact Agilent for their help with getting started.
--Brendan