A common way to get lists of proteins into Skyline is using the menu item:
File > Import > FASTA

A FASTA file has descriptive lines that start with ">" followed by one or more lines containing the protein sequence.
The first thing on the ">" line is typically a protein accession number. If Skyline is able to understand the format of the accession number (e.g. "sp|Q9D2V8|MFS10_MOUSE"), then Skyline will try to fetch the gene name, etc. from the uniprot website.
Also, there is some way to specify the gene name etc. in the ">" line in the FASTA file, but I am not sure how to do that.

I do not believe there is any way to edit the gene and species. The typical place where you might edit things like that would be the Document Grid, but those columns seem to be read-only in the Document Grid.

If you would like to learn more about the Document Grid you should look at the Custom Reports tutorial:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_custom_reports

If you have additional information that you would like to associate with your proteins then you might want to define a "custom annotation" which is talked about in the Custom Reports tutorial on page 28.
-- Nick

Oops. I did not realize what the "Edit > Insert > Proteins" dialog looked like.
Yes, I see that you can set the "Name", "Description", "Sequence", "Accession", "Preferred Name", "Gene" and "Species".

There is currently no way in Skyline to provide any other information in that dialog.
After the proteins have been inserted, you could use the Document Grid to set the "Protein Note", or custom annotations.

Adding the ability to set notes or custom annotations in the Insert Proteins dialog does sound like it would be a useful feature.
-- Nick

Would an additional column in the "Edit > Insert > Proteins" dialog that allows you to set the Note for a protein be sufficient for your needs?

Can you give us a bit more about what you are hoping to achieve? To me, it feels like your question:

"How do I add extra column to this list or change some of the column headings?"

Doesn't give us a very clear picture. First because "extra column" could be either "extra columns" or "an extra column", and second because I just don't know what would be achieved by "change some of the column headings". Does this mean you would like to substitute other columns you know of from using the Document Grid in Skyline or what exactly?

Please give as much detail as possible. Often screenshots are helpful, and it can be very nice when someone provides a screenshot edited in an image editor or PowerPoint to give a visual explanation of what they would like to see, if only Skyline could provide it.

Thanks for providing your feedback.