You need to go to:
Settings > Transition Settings > Full Scan
and choose something either in the top part for the "MS1 filtering Isotope Peaks Included" and/or in the middle part for the "MS/MS filtering Acquisition Method".

If both of those settings are "None", then Skyline assumes that you want to read SRM chromatograms, and Skyline will only look for chromatograms in the raw (or wiff) file and ignore any spectra that are in there.
If you choose something for either MS1 or MS/MS filtering, then Skyline will look at the spectra in your raw file and will extract chromatograms by summing the intensity across an m/z range determined by the transitions in your document.

-- Nick