I am not sure that I understand your question.
This is the web page which says for each type of peptide search engine which files you need in order to build a BiblioSpec spectral library:
That page says that for Proteome Discover you need the .msf and/or .pdResult files.
If you have peptide search results, the usual place that you start in Skyline is with:
File > Import > Peptide Search
I am not sure whether you are saying that you were not able to get Proteome Discoverer to work, and you would actually like to use Skyline to do your peptide search.
If you want Skyline to perform a peptide search on your raw data, the menu item to do that is also "File > Import > Peptide Search". On the first page of the peptide search wizard you would choose "DDA raw" or "DIA raw" in the "Start From" dropdown if you want Skyline to perform a peptide search.