I believe PRM is the right thing to use if you want the best chance of finding a small list of targets.
The steps I would do are:
1. Add the proteins to your document using the "Edit > Insert > Proteins" or "File > Import > FASTA" menu items. Skyline will automatically give you the peptides according to your settings on the "Digestion" and "Filter" tabs of the "Settings > Peptide Settings" dialog. Skyline will also give you the precursors and transitions according to the settings on the "Filter" tab of the "Settings > Transition Settings" dialog.
2. Go to "Settings > Transition Settings > Full Scan" and tell Skyline that your MS/MS acquisition method is "PRM". For most instruments, you would set the "Mass Analyzer" to "Centroided".
3. Use the menu item "File > Export > Isolation List" to produce a list of precursors that you will use to tell the mass spectrometer what to fragment.
After you have collected your PRM data you will use the "File > Import > Results" menu item to tell Skyline to extract chromatograms from the result files.
It would probably be a good idea to look at the PRM tutorial: